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
$ω$	1.0779	4.04
$α$	0.2483	2.32
$β$	0.4196	3.12
$γ_{1}$	-3.1500	-2.35
$γ_{2}$	4.6879	2.29
$γ_{3}$	-0.6091	-0.40
$γ_{4}$	-3.9923	-2.11
$γ_{5}$	5.7204	3.16
$γ_{6}$	-2.5657	-2.09
$γ_{7}$	-1.8391	-1.81
$γ_{8}$	3.4968	2.90
$γ_{9}$	-3.7162	-1.83
$γ_{10}$	3.0819	1.67

V-Lab

New Century Resources Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Century Resources Limited Analyses