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
$ω$	85.8052	858,052,400.00
$α$	0.3921	3,920,750.00
$β$	0.6078	6,077,720.00
$γ_{1}$	0.1192	1,191,740.00
$γ_{2}$	-0.1715	-1,715,180.00
$γ_{3}$	0.1277	1,277,310.00
$γ_{4}$	-10.1930	-101,930,300.00
$γ_{5}$	32.8728	328,728,100.00
$γ_{6}$	-69.3786	-693,786,400.00

V-Lab

PRT Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PRT Co Ltd Analyses