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
$ω$	1.9229	3.77
$α$	0.1178	4.17
$β$	0.5754	6.30
$γ_{1}$	0.3611	3.94
$γ_{2}$	-0.5261	-4.06
$γ_{3}$	0.2281	2.72
$γ_{4}$	-0.1413	-1.72
$γ_{5}$	0.1526	1.85
$γ_{6}$	-0.0567	-0.87
$γ_{7}$	-0.1750	-1.61

V-Lab

Nearmap Pty Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nearmap Pty Ltd Analyses