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
$ω$	0.9402	1.78
$α$	0.1816	4.38
$β$	0.7206	11.64
$γ_{1}$	-2.3294	-0.42
$γ_{2}$	3.4218	0.44
$γ_{3}$	-2.9518	-0.72
$γ_{4}$	2.7609	0.85
$γ_{5}$	-0.2343	-0.09
$γ_{6}$	-1.4720	-0.61
$γ_{7}$	3.7734	1.51
$γ_{8}$	-8.5518	-3.69
$γ_{9}$	10.1152	4.38
$γ_{10}$	-5.9323	-3.04

V-Lab

Vonex Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vonex Limited Analyses