S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9340	5.96***
α ARCH Response to squared shocks	0.1150	6.76***
β GARCH Volatility persistence	0.7877	24.28***

γ₁	0.0451	1.31
γ₂	-0.0905	-1.96**
γ₃	0.0980	3.19***
γ₄	-0.0792	-2.16**
γ₅	0.0105	0.25
γ₆	0.0784	2.05**
γ₇	-0.1069	-3.97***

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Helix Resources Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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