S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	21.1478	0.02
$α$	0.2737	0.02
$β$	0.7263	0.04
$γ_{1}$	15.9002	0.01
$γ_{2}$	-7.2730	-0.00
$γ_{3}$	-16.0894	-0.01
$γ_{4}$	18.8236	0.01
$γ_{5}$	-1.3484	-0.00
$γ_{6}$	-14.3409	-0.01
$γ_{7}$	12.7234	0.00
$γ_{8}$	44.9292	0.01
$γ_{9}$	-260.4044	-0.32
$γ_{10}$	349.3785	0.16

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Roots Sustainable Agricultural Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roots Sustainable Agricultural Technologies Ltd Analyses