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
$ω$	1.1380	4.06
$α$	0.0627	6.61
$β$	0.9003	58.10
$γ_{1}$	-0.0599	-0.80
$γ_{2}$	0.1459	1.38
$γ_{3}$	-0.1534	-2.55
$γ_{4}$	0.0466	0.84
$γ_{5}$	0.1365	2.50
$γ_{6}$	-0.2694	-5.66
$γ_{7}$	0.2941	5.30
$γ_{8}$	-0.2431	-1.87

V-Lab

Westfield Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westfield Corp Analyses