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
$ω$	1.0114	5.37
$α$	0.2020	5.22
$β$	0.2030	1.57
$γ_{1}$	-0.2373	-0.41
$γ_{2}$	-0.5936	-0.70
$γ_{3}$	1.4498	2.29
$γ_{4}$	-0.6888	-1.21
$γ_{5}$	-0.1666	-0.33
$γ_{6}$	1.0304	1.84
$γ_{7}$	-1.4595	-2.53
$γ_{8}$	0.1359	0.29
$γ_{9}$	2.0756	3.13
$γ_{10}$	-2.3994	-4.23

V-Lab

Greencross Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greencross Pty Ltd Analyses