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
$ω$	0.7058	6.13
$α$	0.1375	3.78
$β$	0.6463	8.97
$γ_{1}$	-0.7796	-1.55
$γ_{2}$	1.0542	1.30
$γ_{3}$	-0.0646	-0.11
$γ_{4}$	-0.5194	-0.86
$γ_{5}$	0.1793	0.23
$γ_{6}$	0.6645	0.64
$γ_{7}$	-1.3752	-1.15
$γ_{8}$	1.8124	1.84
$γ_{9}$	-1.8116	-2.78
$γ_{10}$	1.2001	2.13

V-Lab

MACA Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MACA Ltd Analyses