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
$ω$	0.6020	4.76
$α$	0.1351	3.52
$β$	0.6801	7.12
$γ_{1}$	-0.5258	-2.05
$γ_{2}$	0.4210	1.11
$γ_{3}$	0.3092	1.07
$γ_{4}$	-0.3334	-1.02
$γ_{5}$	0.4474	1.37
$γ_{6}$	-0.6580	-1.97
$γ_{7}$	0.7418	1.74
$γ_{8}$	-0.9125	-2.11
$γ_{9}$	0.7492	2.25
$γ_{10}$	-0.2568	-1.04

V-Lab

Thorn Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorn Group Ltd Analyses