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
$ω$	0.7430	4.81
$α$	0.1126	4.35
$β$	0.8327	26.31
$γ_{1}$	-0.6347	-1.23
$γ_{2}$	1.0790	1.36
$γ_{3}$	-0.9108	-1.43
$γ_{4}$	0.8552	1.02
$γ_{5}$	-0.0784	-0.10
$γ_{6}$	-1.4556	-2.36
$γ_{7}$	1.9949	3.46
$γ_{8}$	-1.1547	-2.59
$γ_{9}$	0.5285	1.10
$γ_{10}$	-0.2636	-0.38

V-Lab

Vango Mining Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vango Mining Limited Analyses