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
$ω$	0.4712	2.11
$α$	0.0238	0.79
$β$	0.0000	0.00
$γ_{1}$	56.8325	1.24
$γ_{2}$	-74.8988	-1.28
$γ_{3}$	-9.2881	-0.16
$γ_{4}$	115.5950	1.81
$γ_{5}$	-118.6353	-1.72
$γ_{6}$	-16.6942	-0.28
$γ_{7}$	41.1531	0.71
$γ_{8}$	20.3095	0.40
$γ_{9}$	20.7610	0.61
$γ_{10}$	-56.9269	-2.58

V-Lab

Vocation Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vocation Ltd Analyses