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
$ω$	1.9917	4.71
$α$	0.2706	7.44
$β$	0.4784	7.09
$γ_{1}$	0.2718	0.91
$γ_{2}$	-0.2458	-0.59
$γ_{3}$	0.1940	0.67
$γ_{4}$	-0.4345	-1.32
$γ_{5}$	0.5954	1.82
$γ_{6}$	-0.9349	-2.51
$γ_{7}$	0.8031	1.86
$γ_{8}$	-0.1196	-0.29
$γ_{9}$	-0.3928	-1.11
$γ_{10}$	1.1007	1.53

V-Lab

Fantastic Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fantastic Holdings Ltd Analyses