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
$ω$	0.7583	6.45
$α$	0.1377	4.31
$β$	0.6444	8.19
$γ_{1}$	-0.2897	-3.01
$γ_{2}$	0.6194	3.98
$γ_{3}$	-0.6155	-5.05
$γ_{4}$	0.4050	3.56
$γ_{5}$	-0.1402	-1.56

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EnviroMission Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EnviroMission Ltd Analyses