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
$ω$	0.8562	2.95
$α$	0.0448	1.76
$β$	0.8788	8.36
$γ_{1}$	-3.5134	-0.84
$γ_{2}$	10.7926	1.55
$γ_{3}$	-15.2692	-2.82
$γ_{4}$	11.2494	3.08

V-Lab

Primero Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Primero Group Limited Analyses