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
$ω$	46.2666	462,665,500.00
$α$	0.2102	2,102,240.00
$β$	0.7862	7,862,230.00
$γ_{1}$	-5.4526	-54,525,630.00
$γ_{2}$	0.9900	9,900,220.00
$γ_{3}$	-5.1648	-51,647,690.00
$γ_{4}$	68.1178	681,177,700.00
$γ_{5}$	-137.8968	-1,378,968,000.00
$γ_{6}$	97.1320	971,320,200.00
$γ_{7}$	5.2734	52,733,890.00
$γ_{8}$	76.4884	764,884,200.00
$γ_{9}$	-635.6400	-6,356,400,000.00
$γ_{10}$	1,804.2530	18,042,530,000.00

V-Lab

Protean Energy Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Protean Energy Limited Analyses