S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.5072	2.30
$α$	0.5781	7.37
$β$	0.4217	5.39
$γ_{1}$	-58.6117	-0.77
$γ_{2}$	83.3791	0.46
$γ_{3}$	-17.4600	-0.10
$γ_{4}$	-16.3888	-0.09
$γ_{5}$	27.2659	0.11
$γ_{6}$	-5.5990	-0.02
$γ_{7}$	-74.1166	-0.36
$γ_{8}$	160.6447	0.71
$γ_{9}$	-152.4821	-0.87
$γ_{10}$	55.8435	0.60

V-Lab

iCar Asia Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iCar Asia Ltd Analyses