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
$ω$	5.2620	2.77
$α$	0.4233	23.56
$β$	0.5628	64.43
$γ_{1}$	2.0572	1.55
$γ_{2}$	-1.9947	-0.97
$γ_{3}$	-1.6531	-1.15
$γ_{4}$	3.5740	2.76
$γ_{5}$	-3.7670	-3.16
$γ_{6}$	2.8614	2.36
$γ_{7}$	-1.9164	-1.01
$γ_{8}$	3.5879	1.49
$γ_{9}$	-16.1618	-7.19
$γ_{10}$	24.6902	17.96

V-Lab

Fatfish Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fatfish Group Ltd Analyses