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
$β$	0.8565	250.81
$γ$	0.1586	46.12
$λ_{1}$	0.0101	5.15
$λ_{2}$	0.0777	7.46
$λ_{3}$	0.9090	71.62

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