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
$ω$	1.6655	5.68
$α$	0.1358	5.11
$β$	0.6342	8.93
$γ_{1}$	0.5950	4.80
$γ_{2}$	-0.9655	-5.36
$γ_{3}$	0.5492	3.27
$γ_{4}$	-0.1169	-0.49
$γ_{5}$	-0.2129	-0.92
$γ_{6}$	0.1466	0.63
$γ_{7}$	0.1702	0.49
$γ_{8}$	-0.2384	-0.72
$γ_{9}$	0.0527	0.30

V-Lab

OrotonGroup Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OrotonGroup Ltd Analyses