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
$ω$	91.6375	2.79
$α$	0.5382	8.49
$β$	0.4618	7.29
$γ_{1}$	1.6830	0.71
$γ_{2}$	-39.4551	-0.62
$γ_{3}$	59.6197	0.44
$γ_{4}$	-24.4991	-0.17
$γ_{5}$	12.7947	0.07
$γ_{6}$	26.3014	0.12
$γ_{7}$	-59.6889	-0.44
$γ_{8}$	17.3587	0.29

V-Lab

Nuheara Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nuheara Limited Analyses