S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	68.2048	682,047,600.00
$α$	0.5837	5,837,480.00
$β$	0.4161	4,160,950.00
$γ_{1}$	-0.3211	-3,210,800.00
$γ_{2}$	0.6900	6,900,000.00
$γ_{3}$	-30.3116	-303,116,100.00
$γ_{4}$	37.8504	378,504,200.00
$γ_{5}$	23.5521	235,520,500.00
$γ_{6}$	-25.2190	-252,189,900.00
$γ_{7}$	-53.2885	-532,885,400.00
$γ_{8}$	160.1421	1,601,421,000.00
$γ_{9}$	-460.5356	-4,605,356,000.00
$γ_{10}$	1,448.2030	14,482,030,000.00

V-Lab

Resource Generation Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Resource Generation Limited Analyses