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
$ω$	0.6492	6.24
$α$	0.1301	5.82
$β$	0.7705	18.51
$γ_{1}$	-0.1938	-2.97
$γ_{2}$	0.3148	3.34
$γ_{3}$	-0.1487	-2.18
$γ_{4}$	-0.1569	-1.37

V-Lab

Hotel Property Investments Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hotel Property Investments Analyses