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
$ω$	0.6673	5.05
$α$	0.0713	2.89
$β$	0.6120	5.29
$γ_{1}$	-0.3985	-0.70
$γ_{2}$	0.7538	0.95
$γ_{3}$	-1.1363	-2.88
$γ_{4}$	1.0539	3.26
$γ_{5}$	0.1567	0.45
$γ_{6}$	-0.9933	-2.89
$γ_{7}$	0.9811	2.92
$γ_{8}$	-0.4035	-1.18
$γ_{9}$	-0.3432	-1.11
$γ_{10}$	0.5074	2.57

V-Lab

Tatts Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatts Group Ltd Analyses