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
$α$	0.4236	16.19
$β$	0.3244	17.91
$γ$	-0.1510	-3.87
$λ_{1}$	1.3563	1.88
$λ_{2}$	0.9173	2.44
$λ_{3}$	0.0827	0.22

V-Lab

APN Property Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other APN Property Group Ltd Analyses