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
$ω$	50.7935	507,935,100.00
$α$	0.2936	2,936,320.00
$β$	0.6810	6,810,010.00
$γ_{1}$	-69.1072	-691,071,700.00
$γ_{2}$	200.5388	2,005,388,000.00
$γ_{3}$	-163.1702	-1,631,702,000.00
$γ_{4}$	-39.1050	-391,050,400.00
$γ_{5}$	112.6974	1,126,974,000.00
$γ_{6}$	-68.4487	-684,486,700.00
$γ_{7}$	210.3809	2,103,809,000.00
$γ_{8}$	17.5622	175,621,800.00
$γ_{9}$	-2,113.4360	-21,134,360,000.00
$γ_{10}$	3,407.4420	34,074,420,000.00

V-Lab

Ultima United Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ultima United Limited Analyses