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
$ω$	1.6998	3.03
$α$	0.1321	3.99
$β$	0.5578	6.31
$γ_{1}$	0.2090	1.01
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.5294	-2.37
$γ_{4}$	0.5209	2.79
$γ_{5}$	-0.3352	-2.23
$γ_{6}$	0.1666	1.01
$γ_{7}$	-0.0260	-0.13
$γ_{8}$	0.1287	0.71
$γ_{9}$	-0.3250	-1.67
$γ_{10}$	0.2838	1.72

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Nearmap Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nearmap Pty Ltd Analyses