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
$m$	36
$α$	0.1498	1,498,440.00
$β$	0.8809	8,808,830.00
$γ$	-0.0615	-614,540.00
$λ_{1}$	10.0000	100,000,000.00
$λ_{2}$	0.9996	9,995,890.00
$λ_{3}$	0.0000	100.00

V-Lab

Calima Energy Limited MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calima Energy Limited Analyses