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
$ω$	1.0279	3.97
$α$	0.0647	6.31
$β$	0.9012	47.82
$γ_{1}$	-0.3377	-2.63
$γ_{2}$	0.7317	4.40
$γ_{3}$	-0.7102	-7.57
$γ_{4}$	0.4877	4.78
$γ_{5}$	-0.2588	-2.75
$γ_{6}$	0.1511	1.34
$γ_{7}$	0.0876	0.49

V-Lab

Traffic Technologies Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Traffic Technologies Limited Analyses