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
$ω$	0.9561	1.64
$α$	0.2063	4.17
$β$	0.7140	15.03
$γ_{1}$	-2.7296	-0.45
$γ_{2}$	3.9706	0.47
$γ_{3}$	-3.2674	-0.75
$γ_{4}$	3.0434	0.88
$γ_{5}$	-0.2837	-0.11
$γ_{6}$	-1.8495	-0.72
$γ_{7}$	4.6818	1.73
$γ_{8}$	-10.4872	-3.84
$γ_{9}$	14.1815	3.76
$γ_{10}$	-15.5858	-2.47

V-Lab

Vonex Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vonex Limited Analyses