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
$α$	0.2121	28.34
$β$	0.6999	82.00
$γ$	-0.0530	-4.54
$λ_{1}$	0.0151	4.04
$λ_{2}$	0.0095	5.30
$λ_{3}$	0.9850	347.79

V-Lab

Auswide Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auswide Bank Ltd Analyses