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
$ω$	2.3014	5.29
$α$	0.3179	12.09
$β$	0.6820	25.84
$γ_{1}$	-1.2517	-0.82
$γ_{2}$	1.0791	0.62
$γ_{3}$	0.3308	0.61
$γ_{4}$	-0.0765	-0.12
$γ_{5}$	0.0232	0.02
$γ_{6}$	-9.9292	-0.36
$γ_{7}$	18.7230	0.24
$γ_{8}$	2.1682	0.03
$γ_{9}$	-21.7360	-0.80
$γ_{10}$	10.9974	4.00

V-Lab

Invigor Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invigor Group Limited Analyses