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
$ω$	0.9084	5.58
$α$	0.1022	2.67
$β$	0.7951	10.59
$γ_{1}$	-0.3551	-1.46
$γ_{2}$	0.6001	1.65
$γ_{3}$	-0.5487	-2.57
$γ_{4}$	0.4939	2.60
$γ_{5}$	-0.0741	-0.44
$γ_{6}$	-0.3215	-1.49
$γ_{7}$	0.3154	1.06
$γ_{8}$	0.0009	0.00
$γ_{9}$	-0.3273	-1.11
$γ_{10}$	0.5683	1.34

V-Lab

Redflex Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Redflex Holdings Ltd Analyses