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
$ω$	3.9439	2.60
$α$	0.2649	33.27
$β$	0.7305	145.88
$γ_{1}$	0.1862	0.63
$γ_{2}$	-0.4416	-1.10
$γ_{3}$	0.4825	1.71
$γ_{4}$	-0.3590	-1.38
$γ_{5}$	0.3397	1.17
$γ_{6}$	-0.4433	-1.40
$γ_{7}$	0.1308	0.54
$γ_{8}$	0.5759	2.96
$γ_{9}$	-3.0625	-15.61
$γ_{10}$	4.8826	33.18

V-Lab

Lepidico Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lepidico Limited Analyses