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
$ω$	1.7226	17,225,770.00
$α$	0.5592	5,592,270.00
$β$	0.4408	4,407,730.00
$γ_{1}$	26.7592	267,592,300.00
$γ_{2}$	-9.9093	-99,093,110.00
$γ_{3}$	7.0180	70,180,380.00
$γ_{4}$	2.5316	25,315,980.00
$γ_{5}$	-108.3923	-1,083,923,000.00
$γ_{6}$	118.5765	1,185,765,000.00
$γ_{7}$	32.3713	323,713,100.00
$γ_{8}$	-273.9602	-2,739,602,000.00
$γ_{9}$	343.5111	3,435,111,000.00

V-Lab

Salt Lake Potash Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salt Lake Potash Ltd Analyses