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
$ω$	0.6813	2.36
$α$	0.1295	3.25
$β$	0.8438	26.89
$γ_{1}$	-1.1426	-1.25
$γ_{2}$	1.5958	1.10
$γ_{3}$	-0.7062	-0.58
$γ_{4}$	0.6335	0.47
$γ_{5}$	-0.8819	-0.66
$γ_{6}$	1.3227	1.08
$γ_{7}$	-1.3764	-1.73

V-Lab

South Pacific Resources Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Pacific Resources Limited Analyses