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
$ω$	0.6746	1.20
$α$	0.2231	3.72
$β$	0.5117	5.31
$γ_{1}$	-10.1935	-0.53
$γ_{2}$	8.6473	0.34
$γ_{3}$	5.2326	0.51
$γ_{4}$	-8.1283	-0.88
$γ_{5}$	10.3282	1.22
$γ_{6}$	-6.7232	-0.88
$γ_{7}$	2.8587	0.32
$γ_{8}$	-22.7885	-1.96
$γ_{9}$	36.4145	3.98

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Nitro Software Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nitro Software Pty Ltd Analyses