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
$ω$	0.9794	3.05
$α$	0.1345	6.13
$β$	0.7923	18.96
$γ_{1}$	-0.9653	-0.75
$γ_{2}$	1.5293	0.83
$γ_{3}$	-0.7632	-0.68
$γ_{4}$	0.6420	0.55
$γ_{5}$	-1.2095	-1.06
$γ_{6}$	1.3326	1.29
$γ_{7}$	-1.1542	-1.10
$γ_{8}$	1.9620	1.53
$γ_{9}$	-5.1165	-3.14
$γ_{10}$	12.7040	4.81

V-Lab

Pacific Smiles Group Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Smiles Group Limited Analyses