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
$ω$	2.2799	2.45
$α$	0.1685	6.00
$β$	0.7985	23.24
$γ_{1}$	0.4917	1.59
$γ_{2}$	-0.4936	-1.09
$γ_{3}$	0.0414	0.12
$γ_{4}$	0.0057	0.02
$γ_{5}$	-0.3247	-1.07
$γ_{6}$	0.4585	1.54
$γ_{7}$	-0.1078	-0.30
$γ_{8}$	-0.4897	-1.22
$γ_{9}$	1.6066	3.02
$γ_{10}$	-3.9531	-5.48

V-Lab

Neurizer Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:8.90% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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