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
$ω$	1.5264	7.35
$α$	0.1900	6.06
$β$	0.4083	5.17
$γ_{1}$	0.0414	0.30
$γ_{2}$	0.1352	0.64
$γ_{3}$	-0.5594	-3.14
$γ_{4}$	0.8442	4.37
$γ_{5}$	-0.8011	-5.08
$γ_{6}$	0.5125	4.12
$γ_{7}$	-0.2766	-2.20
$γ_{8}$	0.2656	1.79
$γ_{9}$	-0.4112	-2.49
$γ_{10}$	0.3966	3.24

V-Lab

Tassal Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tassal Group Ltd Analyses