S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6486	6.82
$α$	0.2790	3.80
$β$	0.3505	4.44
$γ_{1}$	0.0491	0.81
$γ_{2}$	0.0232	0.26
$γ_{3}$	-0.0301	-0.35
$γ_{4}$	-0.3266	-2.89
$γ_{5}$	0.5091	5.53
$γ_{6}$	-0.3128	-3.41
$γ_{7}$	0.2190	1.20

V-Lab

Pacific Energy Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Energy Ltd Analyses