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
$ω$	100.0000	1,000,000,000.00
$α$	0.5134	5,134,330.00
$β$	0.4805	4,805,260.00
$γ_{1}$	-109.2329	-1,092,329,000.00
$γ_{2}$	355.2221	3,552,221,000.00
$γ_{3}$	-457.7144	-4,577,144,000.00
$γ_{4}$	304.9909	3,049,909,000.00
$γ_{5}$	-80.5189	-805,189,400.00
$γ_{6}$	-102.5611	-1,025,611,000.00
$γ_{7}$	295.1632	2,951,632,000.00
$γ_{8}$	-701.1663	-7,011,663,000.00
$γ_{9}$	2,877.7470	28,777,470,000.00
$γ_{10}$	-15,237.8800	-152,378,800,000.00

V-Lab

Sunvest Corporation Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sunvest Corporation Limited Analyses