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
$ω$	0.6366	3.19
$α$	0.1036	3.99
$β$	0.6900	8.08
$γ_{1}$	-0.4575	-0.58
$γ_{2}$	1.7708	1.63
$γ_{3}$	-2.7220	-4.64
$γ_{4}$	2.9531	5.29
$γ_{5}$	-2.7980	-3.68
$γ_{6}$	0.7482	0.83
$γ_{7}$	1.8420	2.38
$γ_{8}$	-2.3873	-3.62
$γ_{9}$	2.2193	2.64
$γ_{10}$	-3.4066	-3.41

V-Lab

NSX Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NSX Limited Analyses