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
$ω$	2.0782	4.88
$α$	0.0634	5.53
$β$	0.8911	41.58
$γ_{1}$	-0.0148	-0.82
$γ_{2}$	0.0620	2.42
$γ_{3}$	-0.0911	-3.52

V-Lab

MD 064 377 420 Pty Ltd 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