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
$ω$	0.5082	4.19
$α$	0.1253	3.06
$β$	0.7664	11.64
$γ_{1}$	-1.0982	-1.11
$γ_{2}$	2.1516	1.49
$γ_{3}$	-2.4867	-2.95
$γ_{4}$	1.2679	1.60
$γ_{5}$	1.7442	2.67
$γ_{6}$	-3.2280	-2.32
$γ_{7}$	3.0360	1.44
$γ_{8}$	-2.9041	-1.50
$γ_{9}$	3.3770	2.13
$γ_{10}$	-3.3924	-2.26

V-Lab

Resapp Health Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Resapp Health Ltd Analyses