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
$α$	0.1939	12.96
$β$	0.4908	24.18
$γ$	0.0011	0.04
$λ_{1}$	0.0416	1.18
$λ_{2}$	0.0223	2.54
$λ_{3}$	0.9745	101.53

V-Lab

Capitol Health Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitol Health Ltd Analyses