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
$ω$	0.5382	4.55
$α$	0.1132	2.87
$β$	0.7710	6.34
$γ_{1}$	-1.0588	-4.57
$γ_{2}$	1.3834	3.68
$γ_{3}$	-0.2748	-0.94
$γ_{4}$	-0.1097	-0.49

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QANTM Intellectual Property Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QANTM Intellectual Property Limited Analyses