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
$ω$	0.6680	6.52
$α$	0.0828	1.93
$β$	0.0000	0.00
$γ_{1}$	-0.3261	-0.19
$γ_{2}$	0.1008	0.04
$γ_{3}$	-0.4909	-0.22
$γ_{4}$	1.2896	0.51
$γ_{5}$	-0.6109	-0.28
$γ_{6}$	-0.2737	-0.15
$γ_{7}$	1.4921	0.57
$γ_{8}$	-13.1188	-2.78

V-Lab

Healthscope Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Healthscope Ltd Analyses