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
$ω$	0.5062	4.65
$α$	0.0887	2.27
$β$	0.3113	1.08
$γ_{1}$	0.5513	1.96
$γ_{2}$	-0.9153	-1.90
$γ_{3}$	0.5142	1.19
$γ_{4}$	-0.3573	-0.60

V-Lab

iSentia Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iSentia Group Ltd Analyses