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
$ω$	0.6672	4.20
$α$	0.1701	2.00
$β$	0.3815	1.89
$γ_{1}$	-0.3691	-0.58
$γ_{2}$	0.1727	0.19
$γ_{3}$	0.6511	1.49
$γ_{4}$	-1.0587	-2.53
$γ_{5}$	1.2515	2.53
$γ_{6}$	-0.9709	-2.40

V-Lab

Johns Lyng Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johns Lyng Group Limited Analyses