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
$ω$	1.5899	3.16
$α$	0.0000	0.00
$β$	0.9359	4.51
$γ_{1}$	7.6464	2.46
$γ_{2}$	-12.0907	-2.40
$γ_{3}$	-1.6768	-0.38
$γ_{4}$	17.5568	3.68
$γ_{5}$	-17.1117	-2.74
$γ_{6}$	9.1887	1.14
$γ_{7}$	-7.9024	-0.82
$γ_{8}$	6.6170	0.84

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Innlanz Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innlanz Ltd Analyses