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
$ω$	1.6007	3.15
$α$	0.0000	0.00
$β$	0.9363	4.52
$γ_{1}$	7.7210	2.49
$γ_{2}$	-12.1543	-2.42
$γ_{3}$	-1.7616	-0.40
$γ_{4}$	17.7700	3.69
$γ_{5}$	-17.5018	-2.73
$γ_{6}$	10.0703	1.16
$γ_{7}$	-10.8330	-0.90
$γ_{8}$	16.2050	0.91

V-Lab

Innlanz Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innlanz Ltd Analyses