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
$ω$	4.5237	2.29
$α$	0.1424	3.92
$β$	0.4909	5.32
$γ_{1}$	0.6329	4.60
$γ_{2}$	-0.6164	-2.30
$γ_{3}$	-0.1189	-0.37
$γ_{4}$	0.1424	0.52
$γ_{5}$	-0.0621	-0.40
$γ_{6}$	0.0346	0.41

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Haoma Mining NL Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haoma Mining NL Analyses