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
$ω$	1.1189	4.04
$α$	0.1194	2.74
$β$	0.1923	1.35
$γ_{1}$	-0.5869	-1.29
$γ_{2}$	1.1685	1.88
$γ_{3}$	-0.9260	-3.06
$γ_{4}$	-0.0170	-0.07
$γ_{5}$	1.4812	5.40
$γ_{6}$	-2.3610	-5.43
$γ_{7}$	2.1548	3.75
$γ_{8}$	-1.5022	-2.38
$γ_{9}$	0.7357	0.86

V-Lab

Spartan Resources Ltd/Australia Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spartan Resources Ltd/Australia Analyses