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
$ω$	1.1417	6.85
$α$	0.1578	7.48
$β$	0.7435	22.49
$γ_{1}$	-0.0446	-0.74
$γ_{2}$	0.1032	1.09
$γ_{3}$	-0.0677	-0.97
$γ_{4}$	-0.1338	-2.20
$γ_{5}$	0.4269	3.60

V-Lab

Intecq Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intecq Ltd Analyses