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
$ω$	0.4978	2.72
$α$	0.1206	5.68
$β$	0.8425	33.69
$γ_{1}$	-0.2196	-0.31
$γ_{2}$	0.5418	0.54
$γ_{3}$	-0.1373	-0.15
$γ_{4}$	-1.6067	-1.06
$γ_{5}$	2.8221	1.88
$γ_{6}$	-2.2006	-2.30
$γ_{7}$	1.3950	2.32
$γ_{8}$	-0.7889	-1.20
$γ_{9}$	-0.8337	-1.09

V-Lab

Rhipe Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rhipe Ltd Analyses