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
$ω$	0.6989	7.18
$α$	0.0350	6.96
$β$	0.9557	149.03
$γ_{1}$	-0.0011	-2.71

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Fairfax Media Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fairfax Media Ltd Analyses