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
$ω$	0.4801	2.14
$α$	0.0387	1.07
$β$	0.0000	0.00
$γ_{1}$	62.3595	1.37
$γ_{2}$	-84.3023	-1.44
$γ_{3}$	-2.6898	-0.05
$γ_{4}$	111.4991	1.72
$γ_{5}$	-116.7522	-1.67
$γ_{6}$	-17.7838	-0.29
$γ_{7}$	43.6330	0.73
$γ_{8}$	11.4659	0.21
$γ_{9}$	49.2145	1.05
$γ_{10}$	-149.9537	-2.15

V-Lab

Vocation Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vocation Ltd Analyses