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
$ω$	1.5381	7.07
$α$	0.1624	6.78
$β$	0.6417	10.60
$γ_{1}$	0.1400	1.77
$γ_{2}$	-0.3287	-2.34
$γ_{3}$	0.4143	3.48
$γ_{4}$	-0.4411	-5.06
$γ_{5}$	0.3482	4.94
$γ_{6}$	-0.0125	-0.17
$γ_{7}$	-0.2944	-3.81
$γ_{8}$	0.2368	3.24
$γ_{9}$	-0.1287	-1.23
$γ_{10}$	-0.0488	-0.24

V-Lab

MMA Offshore Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MMA Offshore Ltd Analyses