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
$ω$	32.1866	321,865,900.00
$α$	0.5683	5,683,180.00
$β$	0.4312	4,312,440.00
$γ_{1}$	-35.5190	-355,189,600.00
$γ_{2}$	59.1495	591,494,900.00
$γ_{3}$	-18.5980	-185,979,600.00
$γ_{4}$	13.8431	138,430,600.00
$γ_{5}$	-28.6474	-286,474,000.00
$γ_{6}$	-0.0694	-693,720.00
$γ_{7}$	50.0518	500,517,900.00
$γ_{8}$	-160.7416	-1,607,416,000.00
$γ_{9}$	435.9213	4,359,213,000.00
$γ_{10}$	-1,791.4450	-17,914,450,000.00

V-Lab

PM Capital Asian Opportunities Fund Limited 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