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
$ω$	0.9651	6.44
$α$	0.1864	4.47
$β$	0.5306	5.80
$γ_{1}$	0.0666	0.28
$γ_{2}$	0.2729	0.69
$γ_{3}$	-1.0321	-3.05
$γ_{4}$	1.3602	3.27
$γ_{5}$	-1.2640	-2.49
$γ_{6}$	1.7231	3.40

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

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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