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
$ω$	0.7108	3.19
$α$	0.1486	4.74
$β$	0.6231	9.73
$γ_{1}$	1.4582	1.51
$γ_{2}$	-2.8928	-1.91
$γ_{3}$	2.2945	2.24
$γ_{4}$	-1.3992	-2.05
$γ_{5}$	1.4335	2.56
$γ_{6}$	-2.0691	-3.64
$γ_{7}$	2.2297	4.14
$γ_{8}$	-2.3071	-3.20
$γ_{9}$	3.0092	2.24
$γ_{10}$	-7.2794	-3.64

V-Lab

SG Fleet Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SG Fleet Group Ltd Analyses