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
$ω$	4.8515	48,514,990.00
$α$	0.2398	2,398,400.00
$β$	0.7587	7,587,170.00
$γ_{1}$	34.6841	346,841,400.00
$γ_{2}$	-60.4611	-604,611,300.00
$γ_{3}$	98.9911	989,910,900.00
$γ_{4}$	-82.1980	-821,980,000.00
$γ_{5}$	34.9963	349,962,900.00
$γ_{6}$	-120.3107	-1,203,107,000.00
$γ_{7}$	321.1965	3,211,965,000.00
$γ_{8}$	-1,216.4760	-12,164,760,000.00
$γ_{9}$	1,776.6680	17,766,680,000.00

V-Lab

Land & Homes Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Land & Homes Group Ltd Analyses