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
$ω$	1.3031	5.37
$α$	0.3111	2.79
$β$	0.2482	2.64
$γ_{1}$	-0.2652	-1.13
$γ_{2}$	0.6016	1.57
$γ_{3}$	-0.1362	-0.33
$γ_{4}$	-0.9746	-1.69
$γ_{5}$	1.7614	3.25
$γ_{6}$	-1.8926	-5.49
$γ_{7}$	1.2781	4.19
$γ_{8}$	-0.2481	-0.52

V-Lab

MOD Resources Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MOD Resources Limited Analyses