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
$ω$	0.3786	3.30
$α$	0.2065	3.67
$β$	0.5260	5.22
$γ_{1}$	-0.2727	-7.58
$γ_{2}$	0.3911	7.65
$γ_{3}$	-0.1873	-3.95
$γ_{4}$	0.1796	2.14

V-Lab

Vita Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vita Group Ltd Analyses