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
$ω$	0.6938	1.68
$α$	0.1641	4.12
$β$	0.6243	7.78
$γ_{1}$	-3.1662	-1.08
$γ_{2}$	5.7454	1.40
$γ_{3}$	-4.1439	-1.44
$γ_{4}$	1.0825	0.44
$γ_{5}$	2.0994	1.26
$γ_{6}$	-2.4955	-1.70
$γ_{7}$	0.6670	0.40
$γ_{8}$	0.6638	0.29
$γ_{9}$	-3.7909	-1.17

V-Lab

Seymour Whyte Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Seymour Whyte Ltd Analyses