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
$ω$	0.4406	4.48
$α$	0.1526	4.71
$β$	0.5697	5.69
$γ_{1}$	-1.9263	-1.18
$γ_{2}$	3.5313	1.34
$γ_{3}$	-2.4913	-1.13
$γ_{4}$	-2.8684	-1.29
$γ_{5}$	7.5298	3.73
$γ_{6}$	-4.8139	-2.71
$γ_{7}$	3.7039	1.59
$γ_{8}$	-7.2808	-2.36
$γ_{9}$	10.1349	2.97
$γ_{10}$	-20.8651	-4.83

V-Lab

MOQ Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MOQ Ltd Analyses