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
$ω$	0.6494	6.64
$α$	0.1416	6.51
$β$	0.6667	12.65
$γ_{1}$	-0.5628	-6.04
$γ_{2}$	0.9352	7.00
$γ_{3}$	-0.6746	-8.48
$γ_{4}$	0.5346	6.62
$γ_{5}$	-0.4284	-4.18
$γ_{6}$	0.3837	4.20
$γ_{7}$	-0.3839	-5.60
$γ_{8}$	0.4237	6.44
$γ_{9}$	-0.3450	-5.68

V-Lab

Heron Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Heron Resources Ltd Analyses