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
$ω$	0.4493	2.25
$α$	0.1820	6.26
$β$	0.6610	12.78
$γ_{1}$	-0.4092	-0.56
$γ_{2}$	0.8438	0.82
$γ_{3}$	-0.4999	-0.82
$γ_{4}$	-0.8798	-1.92
$γ_{5}$	1.9327	2.37
$γ_{6}$	-1.0322	-1.40
$γ_{7}$	-0.3810	-0.60
$γ_{8}$	0.8243	1.24
$γ_{9}$	-0.6606	-1.19
$γ_{10}$	0.2958	0.93

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Invitrocue Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invitrocue Limited Analyses