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
$ω$	1.0921	4.06
$α$	0.4535	2.67
$β$	0.2330	2.68
$γ_{1}$	-0.2269	-3.98
$γ_{2}$	0.4516	5.74
$γ_{3}$	-0.4432	-8.93
$γ_{4}$	0.3647	6.02
$γ_{5}$	-0.2186	-1.97

V-Lab

iiNet Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iiNet Ltd Analyses