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
$α$	0.1704	1,704,320.00
$β$	0.5796	5,795,680.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.3000	3,000,040.00
$λ_{3}$	0.7000	6,999,960.00

V-Lab

Advanced Health Intelligence Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advanced Health Intelligence Ltd Analyses