S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5847	2.25
$α$	0.2194	5.17
$β$	0.6333	5.68
$γ_{1}$	11.8227	3.17
$γ_{2}$	-20.6819	-3.60
$γ_{3}$	17.2671	4.72
$γ_{4}$	-16.2199	-5.13
$γ_{5}$	10.5418	3.18
$γ_{6}$	-1.6278	-0.46
$γ_{7}$	-7.4232	-1.95
$γ_{8}$	21.8228	4.72

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Finexia Financial Grp Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Finexia Financial Grp Ltd Analyses