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
$ω$	7.2282	2.16
$α$	0.5599	31.96
$β$	0.4283	34.48
$γ_{1}$	-3.6843	-1.13
$γ_{2}$	6.3945	1.32
$γ_{3}$	-3.0353	-0.94
$γ_{4}$	-2.1167	-0.81
$γ_{5}$	6.5020	3.08
$γ_{6}$	-8.6324	-4.28
$γ_{7}$	10.1213	3.57
$γ_{8}$	-13.1538	-3.45
$γ_{9}$	26.5680	3.28
$γ_{10}$	-154.6836	-11.66

V-Lab

iCandy Interactive Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

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