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
$ω$	0.6194	6.03
$α$	0.1355	3.63
$β$	0.6697	7.66
$γ_{1}$	-0.3981	-3.67
$γ_{2}$	0.4860	2.90
$γ_{3}$	-0.0122	-0.08
$γ_{4}$	-0.0910	-0.58
$γ_{5}$	0.0837	0.54
$γ_{6}$	-0.3011	-1.67
$γ_{7}$	0.5230	1.89

V-Lab

Thorn Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorn Group Ltd Analyses