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
$ω$	2.2683	5.90
$α$	0.2614	6.61
$β$	0.4902	7.77
$γ_{1}$	0.2457	6.77
$γ_{2}$	-0.2293	-4.37
$γ_{3}$	-0.0825	-2.46
$γ_{4}$	0.0316	0.92
$γ_{5}$	0.1863	3.33

V-Lab

Techniche Ltd. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Techniche Ltd. Analyses