S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2309	5.50
$α$	0.0606	3.56
$β$	0.8782	21.41
$γ_{1}$	0.3281	2.35
$γ_{2}$	-0.5089	-2.37
$γ_{3}$	0.3973	2.29
$γ_{4}$	-0.3497	-2.56

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LiveHire Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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