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
$ω$	1.1471	6.16
$α$	0.1050	5.15
$β$	0.8327	23.56
$γ_{1}$	2.0854	7.70
$γ_{2}$	-3.1775	-7.28
$γ_{3}$	1.3277	3.88
$γ_{4}$	-0.2228	-0.56
$γ_{5}$	0.3041	0.60
$γ_{6}$	-0.6124	-1.35

V-Lab

IPE Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IPE Ltd Analyses