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
$ω$	24.2441	242,441,000.00
$α$	0.3242	3,242,170.00
$β$	0.6758	6,757,830.00
$γ_{1}$	7.4574	74,573,910.00
$γ_{2}$	-5.9336	-59,336,410.00
$γ_{3}$	2.2812	22,811,600.00
$γ_{4}$	-13.6701	-136,700,900.00
$γ_{5}$	21.6416	216,415,900.00
$γ_{6}$	-20.3314	-203,314,200.00
$γ_{7}$	0.6434	6,433,530.00
$γ_{8}$	22.1410	221,410,300.00
$γ_{9}$	-28.1636	-281,636,400.00
$γ_{10}$	17.3163	173,163,400.00

V-Lab

Swick Mining Services Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swick Mining Services Ltd Analyses