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
$ω$	0.9343	5.47
$α$	0.1741	6.74
$β$	0.6532	15.15
$γ_{1}$	0.0480	0.45
$γ_{2}$	-0.1092	-0.74
$γ_{3}$	-0.0030	-0.04
$γ_{4}$	0.2356	2.64
$γ_{5}$	-0.3307	-3.76
$γ_{6}$	0.2266	2.74
$γ_{7}$	-0.1406	-1.53
$γ_{8}$	0.3718	1.57

V-Lab

Viralytics Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Viralytics Ltd Analyses