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
$ω$	0.9178	1.14
$α$	0.3078	4.23
$β$	0.6396	15.55
$γ_{1}$	-0.8571	-0.88
$γ_{2}$	0.8354	0.60
$γ_{3}$	0.7283	0.78
$γ_{4}$	-4.7794	-3.59

V-Lab

Healthia Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Healthia Limited Analyses