S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9218	7.41
$α$	0.0809	7.02
$β$	0.8533	42.79
$γ_{1}$	-0.0007	-0.03
$γ_{2}$	-0.0252	-0.67
$γ_{3}$	0.0925	3.59
$γ_{4}$	-0.1634	-5.47
$γ_{5}$	0.2278	4.05

V-Lab

Vicinity Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vicinity Holdings Ltd Analyses