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
$ω$	0.6160	2.77
$α$	0.0786	5.65
$β$	0.8760	44.27
$γ_{1}$	-0.6148	-2.46
$γ_{2}$	0.8120	2.30
$γ_{3}$	-0.2376	-1.40
$γ_{4}$	0.1140	0.92
$γ_{5}$	-0.1936	-1.78
$γ_{6}$	0.1917	2.62

V-Lab

Spark Infrastructure Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spark Infrastructure Group Analyses