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
$ω$	3.3050	2.14
$α$	0.2114	38.36
$β$	0.7857	113.13
$γ_{1}$	-0.0028	-0.00
$γ_{2}$	0.0012	0.00
$γ_{3}$	-0.2415	-0.61
$γ_{4}$	0.9027	2.18
$γ_{5}$	-1.2014	-3.02
$γ_{6}$	0.5550	1.48
$γ_{7}$	0.0429	0.07
$γ_{8}$	-0.0111	-0.01
$γ_{9}$	-3.1921	-3.19
$γ_{10}$	6.2312	10.54

V-Lab

Redivium Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

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