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
$ω$	1.0086	3.69
$α$	0.1486	4.46
$β$	0.6051	5.08
$γ_{1}$	0.1301	0.16
$γ_{2}$	-0.7183	-0.59
$γ_{3}$	1.4825	1.96
$γ_{4}$	-1.4612	-2.06
$γ_{5}$	1.0914	1.64
$γ_{6}$	-1.8789	-2.61
$γ_{7}$	2.6746	3.85
$γ_{8}$	-0.6896	-0.87

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ACN 059457279 Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACN 059457279 Ltd Analyses