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
$ω$	0.8952	4.01
$α$	0.2614	6.67
$β$	0.5129	9.90
$γ_{1}$	0.1456	0.88
$γ_{2}$	-0.1582	-0.70
$γ_{3}$	-0.0464	-0.38
$γ_{4}$	0.0898	0.73
$γ_{5}$	0.0609	0.56
$γ_{6}$	-0.1251	-0.72
$γ_{7}$	-0.0843	-0.31
$γ_{8}$	0.4946	1.32

V-Lab

TBG Diagnostics Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TBG Diagnostics Ltd Analyses