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
$ω$	6.3126	63,126,010.00
$α$	0.1783	1,783,000.00
$β$	0.6968	6,967,860.00
$γ_{1}$	-103.8074	-1,038,074,000.00
$γ_{2}$	97.8105	978,105,400.00
$γ_{3}$	34.8428	348,427,500.00
$γ_{4}$	15.4402	154,402,300.00
$γ_{5}$	144.7339	1,447,339,000.00
$γ_{6}$	-148.1926	-1,481,926,000.00
$γ_{7}$	-385.1290	-3,851,290,000.00
$γ_{8}$	-123.8738	-1,238,738,000.00
$γ_{9}$	488.1842	4,881,842,000.00
$γ_{10}$	551.0540	5,510,540,000.00

V-Lab

Story-I Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Story-I Limited Analyses