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
$ω$	0.5388	3.31
$α$	0.1000	2.47
$β$	0.6743	5.75
$γ_{1}$	0.1842	0.35
$γ_{2}$	-0.6813	-0.95
$γ_{3}$	1.3486	3.47
$γ_{4}$	-1.6609	-3.52
$γ_{5}$	1.0933	2.01
$γ_{6}$	-0.1240	-0.25
$γ_{7}$	-0.8432	-1.66
$γ_{8}$	2.2870	3.35

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Pact Group Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pact Group Holdings Ltd Analyses