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
$ω$	0.6624	2.22
$α$	0.1968	4.69
$β$	0.5871	5.28
$γ_{1}$	0.0082	0.00
$γ_{2}$	-0.9611	-0.19
$γ_{3}$	0.8661	0.33
$γ_{4}$	0.3219	0.12
$γ_{5}$	0.3196	0.10
$γ_{6}$	-0.1273	-0.04
$γ_{7}$	-2.9380	-0.90
$γ_{8}$	7.0590	2.11
$γ_{9}$	-10.4895	-3.68
$γ_{10}$	8.8389	5.27

V-Lab

Think Childcare Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Think Childcare Group Analyses