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
$ω$	1.0495	1.97
$α$	0.0319	0.71
$β$	0.2688	0.40
$γ_{1}$	22.2780	0.66
$γ_{2}$	-34.0477	-0.78
$γ_{3}$	19.8407	0.88
$γ_{4}$	-15.8306	-0.67
$γ_{5}$	2.1377	0.09
$γ_{6}$	17.0682	0.75
$γ_{7}$	-9.3053	-0.49
$γ_{8}$	23.5382	0.89
$γ_{9}$	-119.8404	-2.24
$γ_{10}$	169.2228	2.31

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Equifax Australia Group Pty Ltd 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