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
$ω$	2.9853	29,852,620.00
$α$	0.1531	1,531,430.00
$β$	0.8469	8,468,570.00
$γ_{1}$	30.4447	304,447,200.00
$γ_{2}$	-53.3415	-533,415,100.00
$γ_{3}$	33.1078	331,078,100.00
$γ_{4}$	-12.8509	-128,509,400.00
$γ_{5}$	11.9947	119,946,500.00
$γ_{6}$	-23.8758	-238,758,400.00
$γ_{7}$	37.0783	370,782,500.00
$γ_{8}$	-60.5693	-605,692,800.00
$γ_{9}$	-196.7694	-1,967,694,000.00
$γ_{10}$	489.5030	4,895,030,000.00

V-Lab

VDM Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VDM Group Limited Analyses