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
$ω$	0.0161	161,040.00
$α$	0.3736	3,735,860.00
$β$	0.6264	6,264,140.00
$γ_{1}$	-121.6064	-1,216,064,000.00
$γ_{2}$	190.3019	1,903,019,000.00
$γ_{3}$	-51.8194	-518,194,200.00
$γ_{4}$	-32.8702	-328,702,100.00
$γ_{5}$	8.8564	88,564,290.00
$γ_{6}$	-23.3101	-233,100,600.00
$γ_{7}$	156.7001	1,567,001,000.00
$γ_{8}$	-368.5518	-3,685,518,000.00
$γ_{9}$	137.9762	1,379,762,000.00
$γ_{10}$	361.0639	3,610,639,000.00

V-Lab

Syntonic Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Syntonic Limited Analyses