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
$ω$	0.9865	6.23
$α$	0.1490	3.72
$β$	0.6572	6.60
$γ_{1}$	0.0890	0.36
$γ_{2}$	0.2451	0.60
$γ_{3}$	-0.9895	-2.81
$γ_{4}$	1.1846	2.71
$γ_{5}$	-0.7194	-1.33
$γ_{6}$	0.2043	0.49

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Warrnambool Cheese & Butter Factory Co Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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