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
$ω$	1.4407	9.48
$α$	0.1326	5.42
$β$	0.5697	6.38
$γ_{1}$	0.1064	2.99
$γ_{2}$	-0.1729	-3.00
$γ_{3}$	0.1309	3.23
$γ_{4}$	-0.1093	-3.20
$γ_{5}$	0.0138	0.33
$γ_{6}$	0.2397	1.95

V-Lab

Webster Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Webster Ltd Analyses