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
$ω$	0.8902	4.20
$α$	0.0990	5.00
$β$	0.8304	18.12
$γ_{1}$	1.0324	1.17
$γ_{2}$	0.4776	0.34
$γ_{3}$	-3.7639	-4.00
$γ_{4}$	3.1466	4.00
$γ_{5}$	-1.1351	-1.54
$γ_{6}$	0.6189	0.62
$γ_{7}$	-0.5937	-0.47
$γ_{8}$	0.8532	0.60
$γ_{9}$	-1.2220	-0.77

V-Lab

IPE Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IPE Ltd Analyses