S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

FTSE 100 Implied Volatility Index 30 Days

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7727	3.83
$α$	0.3105	3.49
$β$	0.3631	2.38
$γ_{1}$	-1.6834	-2.26
$γ_{2}$	2.4300	2.37
$γ_{3}$	-1.2061	-2.30
$γ_{4}$	1.1647	2.52
$γ_{5}$	-1.0341	-2.11
$γ_{6}$	0.2265	0.45
$γ_{7}$	0.5523	1.00
$γ_{8}$	-1.6809	-2.43
$γ_{9}$	2.3696	2.92
$γ_{10}$	-1.4547	-2.23

V-Lab

Star Phoenix Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Star Phoenix Group Ltd Analyses