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
$ω$	2.9497	1.56
$α$	0.2010	13.76
$β$	0.7928	121.27
$γ_{1}$	0.2321	0.71
$γ_{2}$	-0.5506	-1.23
$γ_{3}$	0.6194	1.86
$γ_{4}$	-0.4873	-1.58
$γ_{5}$	0.4386	1.32
$γ_{6}$	-0.5393	-1.53
$γ_{7}$	0.2658	1.00
$γ_{8}$	0.2650	1.32
$γ_{9}$	-0.5757	-2.18
$γ_{10}$	-3.8586	-7.36

V-Lab

Lepidico Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lepidico Limited Analyses