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
$ω$	0.7411	5.43
$α$	0.0653	5.40
$β$	0.8665	33.88
$γ_{1}$	-0.3883	-3.14
$γ_{2}$	0.6430	3.48
$γ_{3}$	-0.4181	-3.27
$γ_{4}$	0.1480	1.27
$γ_{5}$	0.0941	0.80
$γ_{6}$	-0.0935	-1.09

V-Lab

Singapore Telecommunications Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Singapore Telecommunications Ltd Analyses