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
$ω$	4.5765	45,765,040.00
$α$	0.1226	1,225,910.00
$β$	0.7782	7,782,220.00
$γ_{1}$	1.7536	17,536,240.00
$γ_{2}$	-10.7127	-107,126,700.00
$γ_{3}$	5.1995	51,994,930.00
$γ_{4}$	16.7283	167,283,100.00
$γ_{5}$	8.8295	88,294,800.00
$γ_{6}$	-105.6158	-1,056,158,000.00
$γ_{7}$	-293.1929	-2,931,929,000.00
$γ_{8}$	-39.1984	-391,984,200.00

V-Lab

Gathid Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gathid Ltd Analyses