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
$ω$	0.9519	4.90
$α$	0.0729	3.40
$β$	0.8041	10.21
$γ_{1}$	-0.3384	-0.53
$γ_{2}$	-0.4535	-0.47
$γ_{3}$	1.3754	1.95
$γ_{4}$	-0.5946	-0.91
$γ_{5}$	-0.2447	-0.40
$γ_{6}$	0.9577	1.48
$γ_{7}$	-1.1707	-1.68
$γ_{8}$	-0.4896	-0.73
$γ_{9}$	3.6545	3.29
$γ_{10}$	-7.2854	-3.84

V-Lab

Greencross Pty Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greencross Pty Ltd Analyses