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
$ω$	16.1622	161,621,600.00
$α$	0.6020	6,020,140.00
$β$	0.3881	3,880,820.00
$γ_{1}$	0.4135	4,134,640.00
$γ_{2}$	-70.0695	-700,694,800.00
$γ_{3}$	96.6278	966,278,100.00
$γ_{4}$	-2.9015	-29,015,410.00
$γ_{5}$	-5.4146	-54,146,190.00
$γ_{6}$	14.3210	143,209,800.00
$γ_{7}$	42.1075	421,074,600.00
$γ_{8}$	-835.1798	-8,351,798,000.00

V-Lab

Nuheara Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nuheara Limited Analyses