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
$m$	21
$α$	0.9382	9,381,750.00
$β$	0.3118	3,118,250.00
$γ$	-0.5000	-5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.3683	3,683,160.00
$λ_{3}$	0.6317	6,316,840.00

V-Lab

AusCann Group Holdings Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AusCann Group Holdings Ltd Analyses