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
$ω$	1.7329	5.06
$α$	0.0867	5.86
$β$	0.8182	25.33
$γ_{1}$	0.0838	0.80
$γ_{2}$	0.1777	1.18
$γ_{3}$	-0.5859	-5.07
$γ_{4}$	0.4105	3.63
$γ_{5}$	-0.0010	-0.01
$γ_{6}$	-0.1478	-1.62
$γ_{7}$	0.1592	1.65
$γ_{8}$	-0.1658	-2.02

V-Lab

Sydney Airport Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sydney Airport Analyses