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
$ω$	1.1710	7.23
$α$	0.0617	6.90
$β$	0.9205	91.37
$γ_{1}$	-0.0569	-1.23
$γ_{2}$	0.1740	2.07
$γ_{3}$	-0.2626	-3.26
$γ_{4}$	0.2309	3.13
$γ_{5}$	-0.1049	-1.75
$γ_{6}$	0.0248	0.66

V-Lab

TFCF Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TFCF Corp Analyses