S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5802	1.77
$α$	0.2208	4.72
$β$	0.4939	6.02
$γ_{1}$	-10.6002	-2.35
$γ_{2}$	12.7478	2.07
$γ_{3}$	-2.3634	-0.69
$γ_{4}$	-0.1124	-0.04
$γ_{5}$	0.8636	0.40
$γ_{6}$	1.1308	0.53
$γ_{7}$	-3.2985	-1.72
$γ_{8}$	3.1032	1.50
$γ_{9}$	-6.3113	-3.03
$γ_{10}$	8.4122	5.90

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iProperty Group Pty Ltd/NS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iProperty Group Pty Ltd/NS Analyses