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
$ω$	1.1255	2.78
$α$	0.1203	5.57
$β$	0.8697	45.92
$γ_{1}$	0.0216	0.13
$γ_{2}$	-0.2117	-0.89
$γ_{3}$	0.3197	2.80

V-Lab

Valmec Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valmec Limited Analyses