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
$ω$	2.7000	2.26
$α$	0.0513	3.27
$β$	0.9228	23.35
$γ_{1}$	0.2938	2.65
$γ_{2}$	-0.4791	-3.53
$γ_{3}$	0.3493	3.88
$γ_{4}$	-0.2698	-2.73
$γ_{5}$	0.1335	1.32
$γ_{6}$	0.1447	0.67

V-Lab

PanAust Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PanAust Ltd Analyses