S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2525	2.93
$α$	0.0781	2.70
$β$	0.6747	5.43
$γ_{1}$	-4.1778	-4.07
$γ_{2}$	4.4928	3.34
$γ_{3}$	0.5190	0.62
$γ_{4}$	-0.9924	-1.16
$γ_{5}$	-0.2766	-0.34
$γ_{6}$	0.1474	0.11
$γ_{7}$	1.6341	1.03
$γ_{8}$	-3.5658	-2.22

V-Lab

ThinkSmart Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ThinkSmart Ltd Analyses