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
$ω$	1.1866	5.57
$α$	0.1255	6.08
$β$	0.7920	17.35
$γ_{1}$	-0.6096	-2.72
$γ_{2}$	1.5120	4.12
$γ_{3}$	-1.9131	-5.96
$γ_{4}$	1.5998	4.60
$γ_{5}$	-0.7008	-1.73
$γ_{6}$	0.0127	0.03
$γ_{7}$	0.1997	0.47

V-Lab

HRL Holdings Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HRL Holdings Limited Analyses