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
$ω$	0.9205	1.96
$α$	0.0614	0.90
$β$	0.1984	0.43
$γ_{1}$	1.0278	0.05
$γ_{2}$	0.6769	0.02
$γ_{3}$	-5.5072	-0.35
$γ_{4}$	0.2956	0.02
$γ_{5}$	6.8730	0.44
$γ_{6}$	24.7935	1.13
$γ_{7}$	-92.3231	-2.94
$γ_{8}$	101.2405	4.10

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Equifax Australia Group Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Equifax Australia Group Pty Ltd Analyses