S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6139	3.04
$α$	0.2536	2.75
$β$	0.6358	15.67
$γ_{1}$	0.1218	0.10
$γ_{2}$	0.6242	0.33
$γ_{3}$	-2.8312	-1.89
$γ_{4}$	4.5923	3.08
$γ_{5}$	-4.3967	-3.02
$γ_{6}$	3.7499	2.67
$γ_{7}$	-4.3344	-3.85
$γ_{8}$	3.8949	5.38

V-Lab

SelfWealth Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SelfWealth Limited Analyses