S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0817	3.63
$α$	0.1160	3.30
$β$	0.6604	7.32
$γ_{1}$	-1.5364	-0.52
$γ_{2}$	1.3013	0.32
$γ_{3}$	0.6207	0.27
$γ_{4}$	-0.4029	-0.20
$γ_{5}$	-0.7587	-0.37
$γ_{6}$	2.8691	1.42
$γ_{7}$	-5.3015	-2.35
$γ_{8}$	8.2780	2.50
$γ_{9}$	-12.1989	-3.01
$γ_{10}$	10.9427	4.09

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Tietto Minerals Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tietto Minerals Limited Analyses