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
$ω$	2.9414	4.18
$α$	0.1176	3.39
$β$	0.3551	2.99
$γ_{1}$	2.3997	2.08
$γ_{2}$	-1.2162	-0.68
$γ_{3}$	-2.4536	-1.45
$γ_{4}$	2.0243	1.38
$γ_{5}$	-1.6064	-1.56
$γ_{6}$	2.1200	2.01
$γ_{7}$	-2.9555	-1.97
$γ_{8}$	3.9130	2.36
$γ_{9}$	-3.9317	-2.78
$γ_{10}$	2.1581	2.00

V-Lab

RXP Services Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RXP Services Ltd Analyses