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
$ω$	0.6214	6,213,760.00
$α$	0.3191	3,191,030.00
$β$	0.6809	6,808,970.00
$γ_{1}$	74.3805	743,804,500.00
$γ_{2}$	-1.0034	-10,034,430.00
$γ_{3}$	-105.6612	-1,056,612,000.00
$γ_{4}$	-345.6063	-3,456,063,000.00
$γ_{5}$	380.4602	3,804,602,000.00
$γ_{6}$	372.9845	3,729,845,000.00

V-Lab

RMA ENERGY FPO Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RMA ENERGY FPO Analyses