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
$m$	66
$α$	1.0000	10.19
$β$	0.0000	0.01
$γ$	-0.5000	-2.29
$λ_{1}$	0.0610	0.61
$λ_{2}$	0.0203	0.96
$λ_{3}$	0.9797	54.44

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Magentus Group Pty Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magentus Group Pty Ltd Analyses