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
$m$	41
$α$	0.1672	24.66
$β$	0.4751	32.24
$γ$	0.0406	4.07
$λ_{1}$	0.0242	1.63
$λ_{2}$	0.0468	2.61
$λ_{3}$	0.9450	43.16

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Coca-Cola Amatil Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coca-Cola Amatil Ltd Analyses