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
$ω$	1.4215	2.86
$α$	0.1034	3.76
$β$	0.8293	18.25
$γ_{1}$	0.2274	0.34
$γ_{2}$	-0.6894	-0.67
$γ_{3}$	0.8460	1.28
$γ_{4}$	-0.6817	-1.44
$γ_{5}$	0.9362	2.07
$γ_{6}$	-1.3682	-2.22
$γ_{7}$	1.3783	2.03
$γ_{8}$	-2.7206	-4.63

V-Lab

Vocus Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vocus Group Ltd Analyses