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
$ω$	0.7408	5.29
$α$	0.0751	3.30
$β$	0.6046	5.08
$γ_{1}$	-0.3275	-1.90
$γ_{2}$	0.6272	2.53
$γ_{3}$	-0.7021	-4.01
$γ_{4}$	0.6379	3.92
$γ_{5}$	-0.2678	-1.60
$γ_{6}$	0.0295	0.17
$γ_{7}$	0.0058	0.04

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SAI Global Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAI Global Pty Ltd Analyses