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
$ω$	3.8474	9.21
$α$	0.9544	5.83
$β$	0.1849	3.88
$γ$	-0.2786	-2.03

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Magentus Group Pty Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magentus Group Pty Ltd Analyses