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
$ω$	3.1331	31,330,980.00
$α$	0.1186	1,185,580.00
$β$	0.8814	8,814,420.00
$γ_{1}$	0.6781	6,781,420.00
$γ_{2}$	-1.7935	-17,934,650.00
$γ_{3}$	2.2893	22,892,500.00
$γ_{4}$	-1.2431	-12,431,110.00
$γ_{5}$	0.4632	4,632,450.00
$γ_{6}$	-2.3615	-23,614,960.00
$γ_{7}$	3.3313	33,313,180.00

V-Lab

Troy Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Troy Resources Ltd Analyses