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
$ω$	0.5294	5.81
$α$	0.1776	6.12
$β$	0.6140	11.30
$γ_{1}$	0.2421	2.54
$γ_{2}$	-0.6200	-4.48
$γ_{3}$	0.6478	6.78
$γ_{4}$	-0.2756	-2.56
$γ_{5}$	-0.0927	-0.80
$γ_{6}$	0.1058	1.04
$γ_{7}$	-0.0157	-0.14
$γ_{8}$	0.0343	0.29

V-Lab

Namoi Cotton Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Namoi Cotton Limited Analyses