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
$ω$	1.1303	4.88
$α$	0.0921	1.93
$β$	0.3826	0.96
$γ_{1}$	4.2067	1.82
$γ_{2}$	-4.1360	-1.14
$γ_{3}$	-4.8647	-1.55
$γ_{4}$	8.7156	2.21
$γ_{5}$	-6.3417	-1.39
$γ_{6}$	5.8792	1.54
$γ_{7}$	-2.7322	-0.63

V-Lab

OPUS Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OPUS Group Ltd Analyses