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
$ω$	1.3684	4.29
$α$	0.0973	10.05
$β$	0.8926	96.31
$γ_{1}$	-0.2768	-1.49
$γ_{2}$	0.4664	1.64
$γ_{3}$	-0.4688	-2.12
$γ_{4}$	0.5526	2.76
$γ_{5}$	-0.4381	-2.72
$γ_{6}$	0.2733	1.71
$γ_{7}$	-0.1550	-0.92
$γ_{8}$	0.0426	0.29
$γ_{9}$	-0.3008	-2.15
$γ_{10}$	0.6184	5.02

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OZ Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OZ Minerals Ltd Analyses