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
$ω$	0.7235	4.13
$α$	0.2468	4.06
$β$	0.3660	2.62
$γ_{1}$	-1.6732	-2.37
$γ_{2}$	2.4472	2.51
$γ_{3}$	-1.2820	-2.54
$γ_{4}$	1.2690	2.90
$γ_{5}$	-1.1557	-2.48
$γ_{6}$	0.3353	0.71
$γ_{7}$	0.4553	0.85
$γ_{8}$	-1.4558	-2.05
$γ_{9}$	1.7089	1.84
$γ_{10}$	0.7651	0.67

V-Lab

Star Phoenix Group Ltd 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