S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7521	6.25
$α$	0.0527	4.27
$β$	0.9277	64.37
$γ_{1}$	-0.0022	-1.50

V-Lab

Vicinity Centres Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vicinity Centres Analyses