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
$ω$	0.8322	4.21
$α$	0.2345	5.56
$β$	0.5109	9.15
$γ_{1}$	0.1115	0.89
$γ_{2}$	-0.1317	-0.76
$γ_{3}$	-0.0507	-0.53
$γ_{4}$	0.2078	1.58
$γ_{5}$	-0.1979	-0.99
$γ_{6}$	0.0931	0.46
$γ_{7}$	-0.0814	-0.62

V-Lab

TBG Diagnostics Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TBG Diagnostics Ltd Analyses