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
$ω$	1.5416	6.96
$α$	0.2028	5.92
$β$	0.4603	7.63
$γ_{1}$	0.0330	0.23
$γ_{2}$	0.1497	0.67
$γ_{3}$	-0.5763	-3.05
$γ_{4}$	0.8680	4.23
$γ_{5}$	-0.8208	-4.93
$γ_{6}$	0.5103	3.88
$γ_{7}$	-0.2283	-1.69
$γ_{8}$	0.1268	0.76
$γ_{9}$	-0.0710	-0.33
$γ_{10}$	-0.6693	-2.50

V-Lab

Tassal Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tassal Group Ltd Analyses