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
$ω$	52.9400	529,400,300.00
$α$	0.3170	3,169,800.00
$β$	0.6830	6,830,200.00
$γ_{1}$	71.5639	715,639,200.00
$γ_{2}$	-121.9463	-1,219,463,000.00
$γ_{3}$	121.2405	1,212,405,000.00
$γ_{4}$	-216.4188	-2,164,188,000.00
$γ_{5}$	247.2168	2,472,168,000.00

V-Lab

Tomizone Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tomizone Limited Analyses