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
$ω$	2.1999	4.86
$α$	0.0604	5.60
$β$	0.9009	46.62
$γ_{1}$	-0.0041	-0.23
$γ_{2}$	0.0373	1.53
$γ_{3}$	-0.0449	-4.25

V-Lab

MD 064 377 420 Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MD 064 377 420 Pty Ltd Analyses