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
$m$	36
$α$	0.1486	11.57
$β$	0.4415	18.05
$γ$	-0.0106	-0.52
$λ_{1}$	4.5132	0.85
$λ_{2}$	1.0000	4.30
$λ_{3}$	0.0000	0.00

V-Lab

De Grey Mining Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other De Grey Mining Limited Analyses