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
$ω$	0.4884	6.26
$α$	0.1361	5.30
$β$	0.7815	27.39
$γ_{1}$	-0.2595	-1.42
$γ_{2}$	0.6419	1.69
$γ_{3}$	-0.7035	-1.39
$γ_{4}$	0.5265	1.00
$γ_{5}$	-0.3212	-0.94
$γ_{6}$	0.1549	0.61
$γ_{7}$	-0.0370	-0.17
$γ_{8}$	-0.1981	-1.09
$γ_{9}$	0.1408	0.51

V-Lab

Spicers Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spicers Limited Analyses