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
$ω$	0.5478	2.56
$α$	0.4006	3.77
$β$	0.3246	3.31
$γ_{1}$	5.8325	2.67
$γ_{2}$	-8.3966	-2.92
$γ_{3}$	1.6663	1.80
$γ_{4}$	2.1930	0.77
$γ_{5}$	-2.4214	-0.94
$γ_{6}$	2.1581	1.27
$γ_{7}$	-2.5060	-1.57
$γ_{8}$	4.0457	2.33
$γ_{9}$	-4.6634	-3.34
$γ_{10}$	2.6404	2.41

V-Lab

Oceania Capital Partners Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oceania Capital Partners Ltd/Fund Analyses