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
$ω$	0.5684	4.46
$α$	0.2039	5.62
$β$	0.5766	10.86
$γ_{1}$	-0.6203	-3.77
$γ_{2}$	0.9460	4.07
$γ_{3}$	-0.6793	-4.61
$γ_{4}$	0.4695	3.19
$γ_{5}$	0.0595	0.40
$γ_{6}$	-0.3461	-2.42
$γ_{7}$	0.3415	2.16
$γ_{8}$	-0.2707	-1.88

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Lucapa Diamond Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lucapa Diamond Co Ltd Analyses