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
$ω$	39.2296	392,296,300.00
$α$	0.1198	1,197,570.00
$β$	0.8799	8,799,470.00
$γ_{1}$	-7.6965	-76,964,910.00
$γ_{2}$	16.1700	161,700,100.00
$γ_{3}$	-2.2825	-22,824,940.00
$γ_{4}$	-24.5882	-245,881,900.00
$γ_{5}$	38.8768	388,767,900.00
$γ_{6}$	-238.9091	-2,389,091,000.00

V-Lab

VIP GLOVES FPO Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VIP GLOVES FPO Analyses