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
$ω$	0.5456	1.53
$α$	0.1697	4.05
$β$	0.5675	4.99
$γ_{1}$	9.8564	1.09
$γ_{2}$	-19.3366	-1.60
$γ_{3}$	13.0663	2.42
$γ_{4}$	-2.9803	-0.82
$γ_{5}$	-1.5181	-0.46
$γ_{6}$	0.7808	0.20
$γ_{7}$	3.0189	0.72
$γ_{8}$	-3.1208	-0.77
$γ_{9}$	-1.9225	-0.63

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The PAS Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other The PAS Group Limited Analyses