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
$ω$	0.3738	3,737,840.00
$α$	0.5642	5,642,170.00
$β$	0.4358	4,357,830.00
$γ_{1}$	5.0435	50,434,810.00
$γ_{2}$	8.1485	81,485,260.00
$γ_{3}$	-42.8621	-428,621,400.00
$γ_{4}$	-103.4451	-1,034,451,000.00

V-Lab

Syntonic Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Syntonic Limited Analyses