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
$ω$	1.2208	6.04
$α$	0.1094	4.54
$β$	0.8244	19.67
$γ_{1}$	-0.0003	-0.01

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Vault Intelligence Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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