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
$ω$	1.5549	3.95
$α$	0.1163	5.14
$β$	0.7831	18.83
$γ_{1}$	0.3879	3.11
$γ_{2}$	-0.5780	-3.25
$γ_{3}$	0.1718	1.36
$γ_{4}$	0.2306	1.75
$γ_{5}$	-0.4535	-2.26

V-Lab

Vimy Resources Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vimy Resources Ltd Analyses