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
$ω$	0.9605	4.28
$α$	0.1802	5.74
$β$	0.5539	9.33
$γ_{1}$	-0.3103	-1.62
$γ_{2}$	0.7209	2.31
$γ_{3}$	-0.6088	-2.61
$γ_{4}$	0.2191	1.18
$γ_{5}$	0.0994	0.62
$γ_{6}$	-0.1207	-0.63
$γ_{7}$	-0.0927	-0.47
$γ_{8}$	-0.0762	-0.25

V-Lab

Synergia Energy Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Synergia Energy Ltd Analyses