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
$ω$	1.1624	4.03
$α$	0.0633	6.72
$β$	0.9019	62.95
$γ_{1}$	-0.0539	-0.71
$γ_{2}$	0.1358	1.26
$γ_{3}$	-0.1465	-2.37
$γ_{4}$	0.0432	0.75
$γ_{5}$	0.1330	2.35
$γ_{6}$	-0.2530	-5.04
$γ_{7}$	0.2563	4.36
$γ_{8}$	-0.1576	-2.96

V-Lab

Westfield Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westfield Corp Analyses