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
$ω$	2.1483	3.30
$α$	0.2557	29.83
$β$	0.7389	88.06
$γ_{1}$	-0.7096	-1.37
$γ_{2}$	0.7097	0.97
$γ_{3}$	0.4659	1.03
$γ_{4}$	-0.8724	-1.93
$γ_{5}$	0.2608	0.63
$γ_{6}$	0.4237	0.98
$γ_{7}$	0.0696	0.15
$γ_{8}$	-3.7786	-4.93
$γ_{9}$	6.6796	4.07
$γ_{10}$	-3.4606	-2.13

V-Lab

Impelus Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impelus Ltd Analyses