S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3374	10.39
$α$	0.0548	8.60
$β$	0.9321	122.69
$γ_{1}$	0.0006	3.76

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Newcrest Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses