S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0526	20,525,740.00
$α$	0.3343	3,343,180.00
$β$	0.6657	6,656,820.00
$γ_{1}$	-25.3342	-253,342,300.00
$γ_{2}$	82.5028	825,028,400.00
$γ_{3}$	-131.1934	-1,311,934,000.00
$γ_{4}$	68.0612	680,612,000.00

V-Lab

New Standard Energy Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Standard Energy Limited Analyses