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
$ω$	2.2587	3.33
$α$	0.0942	5.50
$β$	0.8270	21.74
$γ_{1}$	0.1572	1.38
$γ_{2}$	-0.2311	-1.46
$γ_{3}$	0.1035	1.33
$γ_{4}$	0.0602	1.03
$γ_{5}$	-0.2484	-3.08
$γ_{6}$	0.3438	3.26
$γ_{7}$	-0.4164	-3.88

V-Lab

Unity Mining Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unity Mining Ltd Analyses