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
$ω$	2.8555	2.35
$α$	0.0550	3.28
$β$	0.9117	20.74
$γ_{1}$	0.4367	3.23
$γ_{2}$	-0.5231	-2.87
$γ_{3}$	-0.0294	-0.18
$γ_{4}$	0.3052	2.05
$γ_{5}$	-0.2124	-1.47
$γ_{6}$	-0.1931	-0.87
$γ_{7}$	0.5322	1.80
$γ_{8}$	-0.4553	-2.04

V-Lab

PanAust Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PanAust Ltd Analyses