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
$m$	26
$α$	0.3120	10.19
$β$	0.0311	3.46
$γ$	0.2356	4.34
$λ_{1}$	1.8124	1.24
$λ_{2}$	1.0000	4.44
$λ_{3}$	0.0000	0.00

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amaysim Australia Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other amaysim Australia Limited Analyses