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
$ω$	1.0254	1.70
$α$	0.0000	0.00
$β$	0.9854	0.34
$γ_{1}$	-16.1457	-0.04
$γ_{2}$	26.8601	0.10
$γ_{3}$	-23.7171	-0.14
$γ_{4}$	17.6565	0.49
$γ_{5}$	-1.6753	-0.08
$γ_{6}$	-17.6492	-0.67
$γ_{7}$	33.1227	1.47
$γ_{8}$	-13.0356	-0.69
$γ_{9}$	-13.7835	-0.93

V-Lab

Vealls Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vealls Ltd Analyses