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
$ω$	0.6620	4.27
$α$	0.2126	2.66
$β$	0.0598	0.36
$γ_{1}$	-1.8953	-1.07
$γ_{2}$	3.8258	1.45
$γ_{3}$	-5.0849	-3.00
$γ_{4}$	4.8596	4.40

V-Lab

Vitalharvest Freehold Trust Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vitalharvest Freehold Trust Analyses