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
$ω$	0.3997	3.40
$α$	0.1337	3.96
$β$	0.5590	4.05
$γ_{1}$	-4.9426	-3.78
$γ_{2}$	5.8570	3.13
$γ_{3}$	-1.7713	-1.67
$γ_{4}$	2.3434	2.49
$γ_{5}$	-2.8500	-3.33
$γ_{6}$	2.9620	3.46
$γ_{7}$	-4.0344	-3.61
$γ_{8}$	6.3515	3.32
$γ_{9}$	-11.5212	-4.76

V-Lab

PTB Group Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PTB Group Limited Analyses