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
$ω$	9.7826	2.33
$α$	0.2519	10.08
$β$	0.7478	28.37
$γ_{1}$	-0.0464	-0.02
$γ_{2}$	-0.2140	-0.09
$γ_{3}$	0.2821	0.45
$γ_{4}$	0.6348	1.24
$γ_{5}$	-4.8495	-1.96
$γ_{6}$	1.3276	0.17
$γ_{7}$	20.2728	1.28
$γ_{8}$	-42.4120	-2.87
$γ_{9}$	75.2323	11.37
$γ_{10}$	-277.4164	-79.05

V-Lab

Invigor Group Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invigor Group Limited Analyses