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
$ω$	0.3281	14.32
$α$	0.2998	24.95
$β$	0.7701	49.68
$γ$	-0.0601	-4.04

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Navitas Pty Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Navitas Pty Ltd Analyses