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
$ω$	0.4319	4,318,520.00
$α$	0.5430	5,430,130.00
$β$	0.4436	4,435,820.00
$γ_{1}$	59.7387	597,387,200.00
$γ_{2}$	-117.0358	-1,170,358,000.00
$γ_{3}$	20.5464	205,464,400.00
$γ_{4}$	72.8848	728,847,800.00
$γ_{5}$	178.0900	1,780,900,000.00
$γ_{6}$	-860.7907	-8,607,907,000.00
$γ_{7}$	1,116.7110	11,167,110,000.00

V-Lab

Tombola Gold Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tombola Gold Ltd Analyses