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
$ω$	1.6950	16,949,790.00
$α$	0.1890	1,890,080.00
$β$	0.7225	7,224,650.00
$γ_{1}$	11.2280	112,279,600.00
$γ_{2}$	-47.3438	-473,438,400.00
$γ_{3}$	80.2868	802,867,700.00
$γ_{4}$	-62.9622	-629,621,900.00
$γ_{5}$	-439.1900	-4,391,900,000.00

V-Lab

TTA Holdings Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TTA Holdings Limited Analyses