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
$ω$	12.9429	4.47
$α$	0.5848	257.27
$β$	0.4144	178.40
$γ_{1}$	-0.1221	-0.10
$γ_{2}$	-0.3966	-0.23
$γ_{3}$	1.2814	1.24
$γ_{4}$	-0.9362	-0.87
$γ_{5}$	0.3538	0.29
$γ_{6}$	-1.4281	-0.72
$γ_{7}$	-36.9915	-11.18
$γ_{8}$	76.5927	26.50

V-Lab

PM Capital Asian Opportunities Fund Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PM Capital Asian Opportunities Fund Limited Analyses