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
$ω$	1.0453	2.97
$α$	0.1171	3.34
$β$	0.8572	22.72
$γ_{1}$	-0.4943	-0.10
$γ_{2}$	1.6197	0.22
$γ_{3}$	-1.9105	-0.38
$γ_{4}$	1.2949	0.30
$γ_{5}$	-1.5131	-0.42
$γ_{6}$	4.1038	1.14
$γ_{7}$	-6.2688	-1.15
$γ_{8}$	0.3922	0.06
$γ_{9}$	17.5751	1.80
$γ_{10}$	-80.0763	-5.94

V-Lab

Octanex Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Octanex Limited Analyses