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
$ω$	0.6738	3.44
$α$	0.1061	4.20
$β$	0.7041	9.27
$γ_{1}$	-0.2611	-0.35
$γ_{2}$	1.4825	1.40
$γ_{3}$	-2.5766	-4.31
$γ_{4}$	2.8732	4.98
$γ_{5}$	-2.7694	-3.51
$γ_{6}$	0.7838	0.84
$γ_{7}$	1.6843	2.10
$γ_{8}$	-1.9749	-2.96
$γ_{9}$	1.2194	1.60
$γ_{10}$	-0.6420	-1.02

V-Lab

NSX Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NSX Limited Analyses