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
$ω$	1.3380	1.75
$α$	0.1397	4.29
$β$	0.7929	21.53
$γ_{1}$	-1.6131	-0.64
$γ_{2}$	2.6372	0.78
$γ_{3}$	-1.7798	-1.05
$γ_{4}$	1.9859	1.31
$γ_{5}$	-2.3995	-1.55
$γ_{6}$	1.8746	1.25
$γ_{7}$	-1.9819	-1.07
$γ_{8}$	3.8178	1.61
$γ_{9}$	-7.0047	-2.50
$γ_{10}$	7.3026	3.76

V-Lab

PSC Insurance Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSC Insurance Group Limited Analyses