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
$ω$	0.4232	4.58
$α$	0.0515	3.00
$β$	0.8899	16.19
$γ_{1}$	-1.6933	-3.92
$γ_{2}$	2.6884	3.76
$γ_{3}$	-1.6648	-3.04
$γ_{4}$	1.0143	2.01
$γ_{5}$	-0.4233	-1.12

V-Lab

ThinkSmart Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ThinkSmart Ltd Analyses