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
$ω$	2.5047	25,046,960.00
$α$	0.1528	1,527,590.00
$β$	0.6661	6,661,320.00
$γ_{1}$	-5.0730	-50,729,640.00
$γ_{2}$	-16.0840	-160,839,500.00
$γ_{3}$	51.8786	518,786,100.00
$γ_{4}$	-37.1269	-371,269,100.00
$γ_{5}$	-95.2261	-952,260,500.00
$γ_{6}$	402.0846	4,020,846,000.00
$γ_{7}$	-1,192.6810	-11,926,810,000.00
$γ_{8}$	2,959.9040	29,599,040,000.00
$γ_{9}$	-4,718.1480	-47,181,480,000.00
$γ_{10}$	3,898.1240	38,981,240,000.00

V-Lab

Hudson Investment Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hudson Investment Group Limited Analyses