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
$ω$	1.1385	5.07
$α$	0.0963	3.16
$β$	0.6613	7.83
$γ_{1}$	-2.2277	-1.38
$γ_{2}$	5.3957	1.95
$γ_{3}$	-5.9799	-3.23
$γ_{4}$	5.1345	4.62
$γ_{5}$	-3.6511	-3.33
$γ_{6}$	0.4953	0.35
$γ_{7}$	2.9112	2.06
$γ_{8}$	-4.4423	-3.50
$γ_{9}$	5.0057	3.13
$γ_{10}$	-8.4014	-4.57

V-Lab

McGrath Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McGrath Limited Analyses