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
$ω$	0.9614	4.86
$α$	0.1768	6.39
$β$	0.6390	13.91
$γ_{1}$	0.0589	0.33
$γ_{2}$	-0.0396	-0.16
$γ_{3}$	-0.2071	-1.28
$γ_{4}$	0.2982	2.37
$γ_{5}$	0.0051	0.04
$γ_{6}$	-0.2897	-2.24
$γ_{7}$	0.2561	1.77
$γ_{8}$	-0.1882	-1.00
$γ_{9}$	0.2767	1.05
$γ_{10}$	-0.2434	-0.95

V-Lab

Viralytics Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Viralytics Ltd Analyses