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
$ω$	1.7007	6.61
$α$	0.1663	4.53
$β$	0.6298	9.03
$γ_{1}$	0.0635	0.46
$γ_{2}$	-0.0119	-0.05
$γ_{3}$	0.1776	0.94
$γ_{4}$	-0.5325	-2.97
$γ_{5}$	0.1862	1.17
$γ_{6}$	0.4560	2.70
$γ_{7}$	-0.5253	-2.47
$γ_{8}$	0.2986	1.35
$γ_{9}$	-0.2061	-0.95
$γ_{10}$	0.2797	0.54

V-Lab

TPG Corp Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TPG Corp Ltd Analyses