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
$ω$	0.8028	2.87
$α$	0.2167	5.11
$β$	0.4936	7.43
$γ_{1}$	-0.1612	-0.42
$γ_{2}$	0.4504	0.75
$γ_{3}$	-0.1668	-0.26
$γ_{4}$	-0.8347	-1.79
$γ_{5}$	1.0803	3.51
$γ_{6}$	-0.3337	-1.20
$γ_{7}$	-0.0545	-0.20
$γ_{8}$	-0.1833	-0.59
$γ_{9}$	0.9262	2.36
$γ_{10}$	-2.6990	-5.00

V-Lab

Villa World Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Villa World Ltd Analyses