S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.4367	4.17
$α$	0.1551	5.05
$β$	0.5443	5.71
$γ_{1}$	3.7165	1.92
$γ_{2}$	-5.5485	-1.72
$γ_{3}$	3.1458	1.68
$γ_{4}$	-2.0649	-2.40
$γ_{5}$	0.9879	1.37
$γ_{6}$	-0.1364	-0.21
$γ_{7}$	-0.4118	-0.74
$γ_{8}$	0.5066	0.83
$γ_{9}$	0.3339	0.35

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Mercantile Investment Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercantile Investment Co Ltd Analyses