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
$ω$	1.0963	2.15
$α$	0.1689	2.77
$β$	0.3194	1.65
$γ_{1}$	-0.0616	-0.11
$γ_{2}$	0.3773	0.47
$γ_{3}$	0.8368	0.73
$γ_{4}$	-2.4257	-1.56
$γ_{5}$	1.5043	1.17

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Magentus Group Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magentus Group Pty Ltd Analyses