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
$ω$	18.4305	184,305,400.00
$α$	0.4320	4,320,300.00
$β$	0.5679	5,678,740.00
$γ_{1}$	-25.6368	-256,367,500.00
$γ_{2}$	40.4032	404,031,900.00
$γ_{3}$	-61.1248	-611,247,800.00
$γ_{4}$	198.6730	1,986,730,000.00
$γ_{5}$	-250.3231	-2,503,231,000.00
$γ_{6}$	174.1749	1,741,749,000.00
$γ_{7}$	-1,572.1020	-15,721,020,000.00

V-Lab

Roots Sustainable Agricultural Technologies Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roots Sustainable Agricultural Technologies Ltd Analyses