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
$ω$	0.4748	1.22
$α$	0.1291	5.99
$β$	0.8169	28.72
$γ_{1}$	-0.4671	-0.42
$γ_{2}$	0.6310	0.41
$γ_{3}$	-0.1374	-0.19
$γ_{4}$	0.0965	0.22
$γ_{5}$	-0.3571	-1.04
$γ_{6}$	0.4398	1.23
$γ_{7}$	-0.4195	-1.25
$γ_{8}$	-0.1896	-0.57
$γ_{9}$	1.0739	2.61
$γ_{10}$	-0.8691	-2.97

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Southern Cross Payments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Southern Cross Payments Ltd Analyses