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
$ω$	9.8533	98,533,340.00
$α$	0.4231	4,230,760.00
$β$	0.5174	5,174,090.00
$γ_{1}$	-13.7337	-137,337,000.00
$γ_{2}$	20.1740	201,740,100.00
$γ_{3}$	-3.9558	-39,558,280.00
$γ_{4}$	-14.1257	-141,257,100.00
$γ_{5}$	25.6759	256,758,600.00
$γ_{6}$	-26.1186	-261,185,900.00
$γ_{7}$	-94.1620	-941,620,100.00
$γ_{8}$	231.3058	2,313,058,000.00

V-Lab

Hampton Hill Mining NL Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hampton Hill Mining NL Analyses