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
$m$	86
$α$	0.1000	24.20
$β$	0.7109	56.01
$γ$	0.0442	7.61
$λ_{1}$	0.0580	1.41
$λ_{2}$	0.0210	1.79
$λ_{3}$	0.9662	48.88

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CIMIC Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIMIC Group Ltd Analyses