S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	7.2062	72,062,050.00
$α$	0.4376	4,375,900.00
$β$	0.5150	5,150,150.00
$γ_{1}$	-119.5319	-1,195,319,000.00
$γ_{2}$	255.3702	2,553,702,000.00
$γ_{3}$	-198.1835	-1,981,835,000.00
$γ_{4}$	66.4189	664,189,100.00
$γ_{5}$	147.3053	1,473,053,000.00
$γ_{6}$	-110.7138	-1,107,138,000.00
$γ_{7}$	-2,324.6760	-23,246,760,000.00

V-Lab

Exopharm Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Exopharm Ltd Analyses