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
$ω$	67.1891	671,890,500.00
$α$	0.3806	3,805,810.00
$β$	0.5865	5,864,630.00
$γ_{1}$	-2.4014	-24,014,120.00
$γ_{2}$	1.6008	16,007,780.00
$γ_{3}$	4.1912	41,911,720.00
$γ_{4}$	-4.0490	-40,490,460.00
$γ_{5}$	1.3257	13,257,470.00
$γ_{6}$	-2.8389	-28,389,480.00
$γ_{7}$	11.6375	116,374,800.00
$γ_{8}$	-106.4991	-1,064,991,000.00

V-Lab

Petsec Energy Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petsec Energy Ltd Analyses