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
$ω$	6.2370	62,370,150.00
$α$	0.4212	4,212,240.00
$β$	0.4855	4,855,340.00
$γ_{1}$	-50.1388	-501,387,800.00
$γ_{2}$	53.3268	533,267,900.00
$γ_{3}$	0.9528	9,527,730.00
$γ_{4}$	16.9598	169,597,800.00
$γ_{5}$	13.7939	137,938,600.00
$γ_{6}$	-75.0705	-750,705,000.00
$γ_{7}$	-102.2702	-1,022,702,000.00
$γ_{8}$	288.8351	2,888,351,000.00

V-Lab

Firefinch Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Firefinch Ltd Analyses