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
$ω$	0.5965	2.68
$α$	0.2209	4.69
$β$	0.4851	3.09
$γ_{1}$	-0.8904	-0.58
$γ_{2}$	0.5467	0.26
$γ_{3}$	0.6597	0.58
$γ_{4}$	0.1723	0.16
$γ_{5}$	-1.5539	-1.15
$γ_{6}$	2.9779	1.57
$γ_{7}$	-9.6462	-2.70

V-Lab

Think Childcare Group Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Think Childcare Group Analyses