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
$ω$	2.7715	1.94
$α$	0.2560	1.77
$β$	0.7432	5.14
$γ_{1}$	-2.6705	-0.60
$γ_{2}$	2.5622	0.46
$γ_{3}$	0.1466	0.07
$γ_{4}$	0.1137	0.07
$γ_{5}$	-0.8832	-0.40
$γ_{6}$	4.0565	1.07
$γ_{7}$	-22.8608	-1.30
$γ_{8}$	38.5368	0.89
$γ_{9}$	4.6201	0.08
$γ_{10}$	-174.8755	-5.17

V-Lab

Lithium Universe Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lithium Universe Ltd Analyses