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
$ω$	1.3967	2.92
$α$	0.2958	2.89
$β$	0.2470	2.03
$γ_{1}$	1.7481	3.67
$γ_{2}$	-2.6726	-4.12
$γ_{3}$	0.8542	2.02
$γ_{4}$	0.3685	0.98
$γ_{5}$	-0.5651	-1.57
$γ_{6}$	0.7749	1.95
$γ_{7}$	-0.8767	-1.88
$γ_{8}$	0.1141	0.18

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Patties Foods Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Patties Foods Ltd Analyses