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
$ω$	1.2870	1.85
$α$	0.1146	5.14
$β$	0.8605	34.53
$γ_{1}$	-0.2820	-0.21
$γ_{2}$	0.1137	0.06
$γ_{3}$	-0.1786	-0.28
$γ_{4}$	1.0688	1.66
$γ_{5}$	-1.5120	-1.62
$γ_{6}$	1.9463	1.54
$γ_{7}$	-2.0938	-1.47
$γ_{8}$	1.5103	1.36
$γ_{9}$	-1.9923	-2.04
$γ_{10}$	2.5337	3.66

V-Lab

Vocus Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vocus Group Ltd Analyses