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
$ω$	0.6254	6,253,960.00
$α$	0.2918	2,917,600.00
$β$	0.7082	7,082,400.00
$γ_{1}$	-71.1378	-711,377,500.00
$γ_{2}$	140.6367	1,406,367,000.00
$γ_{3}$	-166.2680	-1,662,680,000.00
$γ_{4}$	125.0179	1,250,179,000.00
$γ_{5}$	40.1504	401,504,100.00
$γ_{6}$	-81.1386	-811,386,200.00
$γ_{7}$	-417.8396	-4,178,396,000.00
$γ_{8}$	827.0259	8,270,259,000.00

V-Lab

Purifloh Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Purifloh Limited Analyses