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
$ω$	0.5592	4.49
$α$	0.2135	5.69
$β$	0.5493	10.23
$γ_{1}$	-0.6422	-3.93
$γ_{2}$	0.9809	4.25
$γ_{3}$	-0.7030	-4.86
$γ_{4}$	0.4931	3.42
$γ_{5}$	0.0236	0.16
$γ_{6}$	-0.2681	-1.96
$γ_{7}$	0.1531	1.15
$γ_{8}$	0.2164	1.38

V-Lab

Lucapa Diamond Co Ltd 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