S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2015	5.45
$α$	0.0821	5.28
$β$	0.8506	22.78
$γ_{1}$	-0.2534	-2.19
$γ_{2}$	0.3963	2.26
$γ_{3}$	-0.1398	-1.27
$γ_{4}$	-0.0078	-0.07
$γ_{5}$	0.0651	0.34

V-Lab

Gazal Corp Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gazal Corp Ltd Analyses