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
$ω$	1.1534	8.20
$α$	0.1171	4.61
$β$	0.6594	7.08
$γ_{1}$	-0.0374	-0.37
$γ_{2}$	0.1207	0.77
$γ_{3}$	-0.2135	-2.30
$γ_{4}$	0.2799	4.24
$γ_{5}$	-0.2369	-3.57
$γ_{6}$	0.0384	0.42
$γ_{7}$	0.1750	1.09
$γ_{8}$	-0.1865	-1.07

V-Lab

Webster Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Webster Ltd Analyses