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
$ω$	0.8205	3.63
$α$	0.2020	3.33
$β$	0.5838	4.40
$γ_{1}$	0.6569	0.38
$γ_{2}$	-2.6787	-0.99
$γ_{3}$	2.9201	1.37
$γ_{4}$	-1.4394	-0.73
$γ_{5}$	2.6868	1.66
$γ_{6}$	-3.8260	-2.15
$γ_{7}$	1.4225	0.59
$γ_{8}$	1.7682	0.72
$γ_{9}$	-2.4772	-1.62

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Payce Consolidated Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Payce Consolidated Ltd Analyses