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
$ω$	0.8436	7.40
$α$	0.2097	3.64
$β$	0.4208	4.38
$γ_{1}$	-0.2278	-4.26
$γ_{2}$	0.3642	4.22
$γ_{3}$	-0.2867	-3.91
$γ_{4}$	0.3632	5.05
$γ_{5}$	-0.3814	-5.29
$γ_{6}$	0.2420	2.14
$γ_{7}$	-0.0934	-0.77

V-Lab

Toll Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toll Holdings Ltd Analyses