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
$ω$	82.6158	826,158,400.00
$α$	0.3942	3,941,890.00
$β$	0.5827	5,827,120.00
$γ_{1}$	5.9509	59,508,900.00
$γ_{2}$	-3.9219	-39,218,820.00
$γ_{3}$	-52.2446	-522,445,900.00
$γ_{4}$	38.3280	383,280,200.00
$γ_{5}$	78.4086	784,086,100.00
$γ_{6}$	-33.9752	-339,752,400.00
$γ_{7}$	-70.4394	-704,394,100.00
$γ_{8}$	137.3597	1,373,597,000.00
$γ_{9}$	-574.3278	-5,743,278,000.00
$γ_{10}$	845.0049	8,450,049,000.00

V-Lab

Mariner Corporation Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mariner Corporation Limited Analyses