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
$ω$	0.5048	4.62
$α$	0.0950	2.29
$β$	0.3098	1.15
$γ_{1}$	0.5405	1.96
$γ_{2}$	-0.8876	-1.91
$γ_{3}$	0.4531	1.22
$γ_{4}$	-0.1811	-0.72

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iSentia Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iSentia Group Ltd Analyses