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
$ω$	0.4429	2.25
$α$	0.1880	6.30
$β$	0.6477	12.06
$γ_{1}$	-0.4403	-0.61
$γ_{2}$	0.8828	0.86
$γ_{3}$	-0.5063	-0.83
$γ_{4}$	-0.8836	-1.95
$γ_{5}$	1.9398	2.42
$γ_{6}$	-1.0522	-1.45
$γ_{7}$	-0.3325	-0.53
$γ_{8}$	0.7178	1.09
$γ_{9}$	-0.4063	-0.71
$γ_{10}$	-0.4233	-0.47

V-Lab

Invitrocue Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invitrocue Limited Analyses