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
$ω$	1.4935	2.56
$α$	0.1788	2.28
$β$	0.7917	10.55
$γ_{1}$	-2.3238	-0.90
$γ_{2}$	3.2854	0.82
$γ_{3}$	0.4413	0.15
$γ_{4}$	-5.4008	-1.53
$γ_{5}$	7.4997	2.24
$γ_{6}$	-3.6891	-1.57
$γ_{7}$	-1.8313	-0.83
$γ_{8}$	4.9829	1.46
$γ_{9}$	-7.6334	-1.17
$γ_{10}$	2.8475	0.28

V-Lab

New Century Resources Limited 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