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
$ω$	1.1190	8.61
$α$	0.1353	4.50
$β$	0.4684	4.86
$γ_{1}$	0.0052	0.26
$γ_{2}$	-0.0132	-0.43
$γ_{3}$	0.0155	0.87

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Navitas Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Navitas Pty Ltd Analyses