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
$ω$	0.3967	3.01
$α$	0.1660	3.78
$β$	0.4544	3.45
$γ_{1}$	-1.8216	-0.96
$γ_{2}$	1.0139	0.38
$γ_{3}$	1.1808	0.85
$γ_{4}$	-0.4333	-0.43
$γ_{5}$	1.0375	1.22
$γ_{6}$	-2.8449	-2.84
$γ_{7}$	4.8122	3.53
$γ_{8}$	-8.4256	-3.30

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QANTM Intellectual Property Limited 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