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
$ω$	1.7640	3.94
$α$	0.1635	2.76
$β$	0.0000	0.00
$γ_{1}$	2.9346	0.62
$γ_{2}$	-5.3665	-0.76
$γ_{3}$	1.5657	0.35
$γ_{4}$	2.9785	0.65
$γ_{5}$	9.1213	1.09

V-Lab

Vealls Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vealls Ltd Analyses