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
$ω$	1.5726	6.22
$α$	0.1760	5.77
$β$	0.6237	10.71
$γ_{1}$	0.0320	4.24
$γ_{2}$	-0.0391	-4.22

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Pendal Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pendal Group Ltd Analyses