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
$ω$	1.5305	7.11
$α$	0.2907	3.53
$β$	0.3107	3.82
$γ_{1}$	-0.0505	-0.38
$γ_{2}$	0.1596	0.72
$γ_{3}$	-0.0604	-0.39
$γ_{4}$	-0.0103	-0.07
$γ_{5}$	-0.1576	-0.53
$γ_{6}$	-0.1949	-0.58
$γ_{7}$	0.6801	2.48
$γ_{8}$	-0.4108	-1.99
$γ_{9}$	-0.0150	-0.07
$γ_{10}$	0.1333	0.68

V-Lab

Pacific Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Energy Ltd Analyses