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
$ω$	1.0199	7.92
$α$	0.1979	4.00
$β$	0.3299	3.10
$γ_{1}$	-0.1496	-0.67
$γ_{2}$	0.2698	0.76
$γ_{3}$	-0.0608	-0.26
$γ_{4}$	-0.2567	-1.38
$γ_{5}$	0.3135	2.29
$γ_{6}$	-0.1214	-1.17
$γ_{7}$	-0.0452	-0.29

V-Lab

Rubik Financial Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rubik Financial Ltd Analyses