S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4092	3.29
$α$	0.1699	4.17
$β$	0.5944	6.08
$γ_{1}$	-0.1431	-0.20
$γ_{2}$	0.2764	0.28
$γ_{3}$	0.1916	0.36
$γ_{4}$	-0.8295	-1.51
$γ_{5}$	0.6583	1.09
$γ_{6}$	0.2077	0.36
$γ_{7}$	-4.0026	-3.98

V-Lab

PSC Insurance Group Limited 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