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
$ω$	47.7580	477,579,700.00
$α$	0.5230	5,229,620.00
$β$	0.4770	4,770,380.00
$γ_{1}$	68.5399	685,398,800.00
$γ_{2}$	-69.6809	-696,808,900.00
$γ_{3}$	-44.0908	-440,908,400.00
$γ_{4}$	144.1901	1,441,901,000.00
$γ_{5}$	2.2602	22,602,070.00
$γ_{6}$	-273.6053	-2,736,053,000.00
$γ_{7}$	-725.5395	-7,255,395,000.00
$γ_{8}$	1,811.0040	18,110,040,000.00

V-Lab

Gathid Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gathid Ltd Analyses