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
$ω$	1.7003	5.83
$α$	0.1332	5.07
$β$	0.6329	8.73
$γ_{1}$	0.6188	5.05
$γ_{2}$	-1.0028	-5.62
$γ_{3}$	0.5720	3.44
$γ_{4}$	-0.1317	-0.56
$γ_{5}$	-0.2038	-0.88
$γ_{6}$	0.1363	0.58
$γ_{7}$	0.1937	0.54
$γ_{8}$	-0.2948	-0.83
$γ_{9}$	0.2040	0.65

V-Lab

OrotonGroup Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OrotonGroup Ltd Analyses