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
$ω$	0.5335	4.64
$α$	0.2161	4.03
$β$	0.5083	4.66
$γ_{1}$	-1.5194	-1.85
$γ_{2}$	3.0692	2.22
$γ_{3}$	-3.9300	-3.09
$γ_{4}$	5.2350	3.83
$γ_{5}$	-5.4043	-3.69
$γ_{6}$	4.6943	3.76
$γ_{7}$	-4.0210	-4.83
$γ_{8}$	3.6371	4.14
$γ_{9}$	-5.6567	-3.51

V-Lab

iSelect Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iSelect Ltd Analyses