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
$α$	0.0962	3.01
$β$	0.2362	1.80
$γ$	0.0170	0.76
$λ_{1}$	9.5122	0.18
$λ_{2}$	0.8875	0.20
$λ_{3}$	0.0000	0.00

V-Lab

AWN Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AWN Holdings Ltd Analyses