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
$ω$	0.4900	2.83
$α$	0.1166	5.86
$β$	0.8448	32.28
$γ_{1}$	-0.2053	-0.29
$γ_{2}$	0.5215	0.53
$γ_{3}$	-0.1275	-0.14
$γ_{4}$	-1.6179	-1.09
$γ_{5}$	2.8522	1.93
$γ_{6}$	-2.3019	-2.45
$γ_{7}$	1.6757	2.89
$γ_{8}$	-1.4540	-2.43
$γ_{9}$	0.9318	1.88

V-Lab

Rhipe Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rhipe Ltd Analyses