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
$ω$	0.8018	3.79
$α$	0.2244	4.14
$β$	0.4808	4.84
$γ_{1}$	0.5326	0.33
$γ_{2}$	-2.4655	-0.98
$γ_{3}$	2.7086	1.39
$γ_{4}$	-1.1611	-0.64
$γ_{5}$	2.3334	1.53
$γ_{6}$	-3.3180	-1.96
$γ_{7}$	0.4363	0.20
$γ_{8}$	4.2105	1.86
$γ_{9}$	-8.9478	-2.98

V-Lab

Payce Consolidated Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Payce Consolidated Ltd Analyses