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
$ω$	0.8336	7.06
$α$	0.1542	7.07
$β$	0.7239	19.61
$γ_{1}$	-0.1108	-3.35
$γ_{2}$	0.1331	2.74
$γ_{3}$	-0.0292	-0.84
$γ_{4}$	0.0570	1.40
$γ_{5}$	-0.0845	-2.25

V-Lab

Quickstep Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quickstep Holdings Ltd Analyses