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
$m$	126
$α$	0.1959	15.88
$β$	0.6691	51.82
$γ$	-0.0782	-5.22
$λ_{1}$	0.0776	0.95
$λ_{2}$	0.0451	2.82
$λ_{3}$	0.9515	60.44

V-Lab

Eumundi Group Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eumundi Group Limited Analyses