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
$ω$	0.9718	4.98
$α$	0.1706	7.35
$β$	0.7175	20.65
$γ_{1}$	-0.3426	-1.76
$γ_{2}$	0.5415	1.91
$γ_{3}$	-0.3379	-1.72
$γ_{4}$	0.3778	1.67
$γ_{5}$	-0.4738	-1.83
$γ_{6}$	0.1314	0.56
$γ_{7}$	0.3068	1.17
$γ_{8}$	-0.2321	-0.87

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Intecq Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intecq Ltd Analyses