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
$ω$	0.1253	1,253,100.00
$α$	0.5437	5,437,200.00
$β$	0.4562	4,561,840.00
$γ_{1}$	80.0836	800,835,500.00
$γ_{2}$	-146.7738	-1,467,738,000.00
$γ_{3}$	62.8913	628,912,500.00
$γ_{4}$	-18.9024	-189,023,700.00
$γ_{5}$	119.8515	1,198,515,000.00
$γ_{6}$	-126.3133	-1,263,133,000.00
$γ_{7}$	-123.5110	-1,235,110,000.00
$γ_{8}$	-31.4309	-314,309,200.00
$γ_{9}$	509.1276	5,091,276,000.00

V-Lab

Medlab Clinical Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Medlab Clinical Limited Analyses