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
$ω$	1.0939	5.61
$α$	0.1235	3.17
$β$	0.1944	0.90
$γ_{1}$	-0.7805	-1.10
$γ_{2}$	2.5067	2.41
$γ_{3}$	-3.5299	-4.83
$γ_{4}$	3.8225	4.97
$γ_{5}$	-4.3630	-4.47
$γ_{6}$	3.9604	3.28
$γ_{7}$	-1.8725	-1.45
$γ_{8}$	0.1009	0.10
$γ_{9}$	1.2195	1.05
$γ_{10}$	-5.2941	-2.95

V-Lab

LiveHire Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LiveHire Limited Analyses