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
$ω$	1.0394	10,394,330.00
$α$	0.4270	4,270,080.00
$β$	0.5730	5,729,920.00
$γ_{1}$	-1.6407	-16,406,920.00
$γ_{2}$	1.9265	19,264,810.00
$γ_{3}$	-9.1194	-91,194,130.00
$γ_{4}$	21.7677	217,677,100.00
$γ_{5}$	-27.6117	-276,117,200.00
$γ_{6}$	22.6208	226,207,500.00
$γ_{7}$	-9.3761	-93,761,230.00
$γ_{8}$	-20.3832	-203,831,500.00
$γ_{9}$	140.8205	1,408,205,000.00
$γ_{10}$	-552.6606	-5,526,606,000.00

V-Lab

Redflow Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Redflow Ltd Analyses