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
$m$	126
$α$	0.1460	10.22
$β$	0.3507	11.97
$γ$	-0.0241	-1.50
$λ_{1}$	0.4459	0.60
$λ_{2}$	0.4297	1.17
$λ_{3}$	0.5166	1.01

V-Lab

Salmat Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salmat Ltd Analyses