S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8568	251.77
$γ$	0.1583	46.16
$λ_{1}$	0.0101	5.17
$λ_{2}$	0.0778	7.47
$λ_{3}$	0.9089	71.63

V-Lab

S&P/ASX 200 MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/ASX 200 Analyses