S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	56
$α$	0.2345	17.06
$β$	0.6003	38.06
$γ$	0.0585	3.40
$λ_{1}$	0.1764	3.32
$λ_{2}$	0.0219	5.52
$λ_{3}$	0.9747	204.21

V-Lab

CuDeco Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CuDeco Ltd Analyses