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
$ω$	5.1973	2.90
$α$	0.2689	40.72
$β$	0.7294	95.60
$γ_{1}$	0.0201	0.04
$γ_{2}$	-0.0203	-0.03
$γ_{3}$	-0.2528	-0.72
$γ_{4}$	0.9089	2.44
$γ_{5}$	-1.1324	-3.03
$γ_{6}$	0.2681	0.70
$γ_{7}$	0.8289	1.26
$γ_{8}$	-2.7323	-2.92
$γ_{9}$	7.8033	5.99
$γ_{10}$	-37.9201	-23.58

V-Lab

Redivium Ltd Spline-GARCH Volatility Analysis

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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