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
$ω$	100.0000	1,000,000,000.00
$α$	0.5717	5,716,540.00
$β$	0.4283	4,283,460.00
$γ_{1}$	-102.6576	-1,026,576,000.00
$γ_{2}$	124.8938	1,248,938,000.00
$γ_{3}$	40.0718	400,718,200.00
$γ_{4}$	-183.7643	-1,837,643,000.00
$γ_{5}$	49.0059	490,059,300.00
$γ_{6}$	389.6459	3,896,459,000.00
$γ_{7}$	-457.3246	-4,573,246,000.00
$γ_{8}$	-876.2842	-8,762,842,000.00
$γ_{9}$	1,997.0680	19,970,680,000.00

V-Lab

Roto-Gro International Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roto-Gro International Limited Analyses