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
$ω$	0.6694	4.99
$α$	0.0917	7.39
$β$	0.8403	36.63
$γ_{1}$	0.1139	3.43
$γ_{2}$	-0.2071	-4.36
$γ_{3}$	0.1788	5.93
$γ_{4}$	-0.1281	-3.84
$γ_{5}$	0.0765	1.85
$γ_{6}$	-0.0888	-2.16
$γ_{7}$	0.0771	2.85

V-Lab

Hills Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hills Ltd Analyses