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
$ω$	0.3286	3.37
$α$	0.1880	4.02
$β$	0.5460	5.46
$γ_{1}$	5.4737	2.47
$γ_{2}$	-13.2406	-3.52
$γ_{3}$	11.7947	3.35
$γ_{4}$	-4.1842	-1.44
$γ_{5}$	1.2303	0.56
$γ_{6}$	-3.3602	-1.36
$γ_{7}$	5.2267	1.53
$γ_{8}$	-10.3408	-2.12

V-Lab

Vietnam Industrial Investments Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vietnam Industrial Investments Limited Analyses