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
$ω$	1.1708	6.76
$α$	0.1719	4.26
$β$	0.4662	3.97
$γ_{1}$	-0.1049	-0.47
$γ_{2}$	0.3864	1.13
$γ_{3}$	-0.7881	-2.93
$γ_{4}$	1.0659	3.72
$γ_{5}$	-0.6131	-1.95
$γ_{6}$	-0.3714	-1.00
$γ_{7}$	0.9831	1.70
$γ_{8}$	-0.8473	-1.40

V-Lab

Quintis Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quintis Ltd Analyses