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
$ω$	0.9310	2.97
$α$	0.3051	4.32
$β$	0.5477	7.19
$γ_{1}$	-2.6209	-2.00
$γ_{2}$	3.6953	1.73
$γ_{3}$	0.2186	0.11
$γ_{4}$	-13.0678	-3.40

V-Lab

Nitro Software Pty Ltd 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