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
$ω$	0.7802	2.59
$α$	0.2166	5.36
$β$	0.5053	7.75
$γ_{1}$	-0.0560	-0.17
$γ_{2}$	0.3391	0.79
$γ_{3}$	-0.8166	-5.49
$γ_{4}$	0.8948	7.86
$γ_{5}$	-0.5414	-4.64
$γ_{6}$	0.3244	2.80
$γ_{7}$	-0.1888	-2.04

V-Lab

Villa World Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Villa World Ltd Analyses