S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	20.3047	203,047,500.00
$α$	0.3344	3,343,880.00
$β$	0.5616	5,615,810.00
$γ_{1}$	140.8543	1,408,543,000.00
$γ_{2}$	-199.2887	-1,992,887,000.00
$γ_{3}$	96.2242	962,242,100.00
$γ_{4}$	-112.0011	-1,120,011,000.00
$γ_{5}$	91.2603	912,603,200.00
$γ_{6}$	242.3433	2,423,433,000.00
$γ_{7}$	-1,066.1190	-10,661,190,000.00
$γ_{8}$	2,029.1380	20,291,380,000.00
$γ_{9}$	-1,818.8730	-18,188,730,000.00
$γ_{10}$	575.1270	5,751,270,000.00

V-Lab

Range International Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Range International Limited Analyses