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
$m$	31
$α$	0.1611	10.07
$β$	0.2717	6.62
$γ$	0.1562	4.59
$λ_{1}$	0.5719	0.73
$λ_{2}$	0.0518	1.33
$λ_{3}$	0.9482	23.72

V-Lab

China Magnesium Corporation Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Magnesium Corporation Limited Analyses