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
$m$	21
$α$	0.1469	13.06
$β$	0.6216	25.93
$γ$	0.0334	1.93
$λ_{1}$	0.4735	1.48
$λ_{2}$	0.0202	2.47
$λ_{3}$	0.9719	88.79

V-Lab

Alterra Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Limited Analyses