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
$ω$	55.5533	555,533,300.00
$α$	0.3715	3,714,530.00
$β$	0.6285	6,285,470.00
$γ_{1}$	93.3464	933,464,300.00
$γ_{2}$	-71.2977	-712,977,000.00
$γ_{3}$	-103.5411	-1,035,411,000.00
$γ_{4}$	125.8041	1,258,041,000.00
$γ_{5}$	-3.5601	-35,600,890.00
$γ_{6}$	-118.0191	-1,180,191,000.00
$γ_{7}$	72.0964	720,963,500.00
$γ_{8}$	154.3676	1,543,676,000.00
$γ_{9}$	-600.2351	-6,002,351,000.00
$γ_{10}$	787.5844	7,875,844,000.00

V-Lab

VIP GLOVES FPO Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VIP GLOVES FPO Analyses