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
$ω$	0.6993	4.67
$α$	0.1188	5.57
$β$	0.8277	21.49
$γ_{1}$	-0.0280	-0.59
$γ_{2}$	0.0131	0.18
$γ_{3}$	-0.0242	-0.45
$γ_{4}$	0.1588	3.07
$γ_{5}$	-0.3817	-5.36

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Azure Minerals Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Azure Minerals Ltd Analyses