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
$ω$	1.4247	3.72
$α$	0.1141	5.23
$β$	0.7967	20.60
$γ_{1}$	0.2156	2.33
$γ_{2}$	-0.3996	-3.16
$γ_{3}$	0.3489	4.51
$γ_{4}$	-0.2276	-4.20

V-Lab

Vimy Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vimy Resources Ltd Analyses