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
$ω$	0.3880	5.73
$α$	0.2013	4.20
$β$	0.4948	4.75
$γ_{1}$	-0.1990	-0.35
$γ_{2}$	-0.1507	-0.17
$γ_{3}$	0.4556	1.00
$γ_{4}$	-0.1193	-0.46
$γ_{5}$	0.2870	0.96
$γ_{6}$	-0.6205	-1.83
$γ_{7}$	0.4878	1.69
$γ_{8}$	-0.0336	-0.11
$γ_{9}$	-0.2104	-0.74

V-Lab

Vita Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vita Group Ltd Analyses