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
$ω$	2.2878	2.96
$α$	0.1882	6.26
$β$	0.6834	15.77
$γ_{1}$	-0.1138	-1.45
$γ_{2}$	0.1976	2.01
$γ_{3}$	0.0699	0.97
$γ_{4}$	-0.3034	-4.23
$γ_{5}$	0.1765	2.53
$γ_{6}$	-0.0064	-0.12

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DXC United Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DXC United Pty Ltd Analyses