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
$ω$	96.0502	2.67
$α$	0.5506	13.12
$β$	0.4491	10.73
$γ_{1}$	0.1788	1.25
$γ_{2}$	-0.1730	-0.61
$γ_{3}$	-0.1087	-0.24
$γ_{4}$	0.4550	0.38
$γ_{5}$	-5.4321	-0.09
$γ_{6}$	7.3482	0.04
$γ_{7}$	-4.9537	-0.03
$γ_{8}$	7.9139	0.12

V-Lab

PRT Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PRT Co Ltd Analyses