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
$ω$	0.2092	2,092,040.00
$α$	0.4366	4,365,980.00
$β$	0.5633	5,632,930.00
$γ_{1}$	-3.0050	-30,049,820.00
$γ_{2}$	7.4624	74,623,610.00
$γ_{3}$	-4.8870	-48,870,230.00
$γ_{4}$	0.8351	8,350,810.00
$γ_{5}$	-6.6166	-66,165,690.00
$γ_{6}$	4.0133	40,132,590.00
$γ_{7}$	25.7124	257,124,400.00
$γ_{8}$	-66.9127	-669,127,200.00
$γ_{9}$	141.4380	1,414,380,000.00
$γ_{10}$	-441.7712	-4,417,712,000.00

V-Lab

Troy Resources Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Troy Resources Ltd Analyses