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
$ω$	0.5614	2.60
$α$	0.3988	3.88
$β$	0.3403	3.54
$γ_{1}$	6.0311	2.75
$γ_{2}$	-8.7241	-3.03
$γ_{3}$	1.8513	1.96
$γ_{4}$	2.1541	0.75
$γ_{5}$	-2.4956	-0.95
$γ_{6}$	2.3067	1.34
$γ_{7}$	-2.7599	-1.71
$γ_{8}$	4.4772	2.51
$γ_{9}$	-5.4328	-3.21
$γ_{10}$	4.4216	1.89

V-Lab

Oceania Capital Partners Ltd/Fund 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