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
$ω$	2.9568	4.33
$α$	0.0990	2.99
$β$	0.3140	2.17
$γ_{1}$	2.4837	2.23
$γ_{2}$	-1.3780	-0.80
$γ_{3}$	-2.3284	-1.43
$γ_{4}$	1.9765	1.40
$γ_{5}$	-1.5941	-1.59
$γ_{6}$	2.0006	1.91
$γ_{7}$	-2.5089	-1.64
$γ_{8}$	2.7107	1.59
$γ_{9}$	-0.9578	-0.59
$γ_{10}$	-6.4972	-3.85

V-Lab

RXP Services Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RXP Services Ltd Analyses