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
$m$	41
$α$	0.1255	10.02
$β$	0.8686	178.32
$γ$	0.0112	0.65
$λ_{1}$	10.0000	10.84
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9728	246.71

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Domain Holdings Australia Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Domain Holdings Australia Limited Analyses