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
$m$	21
$α$	0.1905	24.21
$β$	0.4585	20.73
$γ$	-0.0287	-2.46
$λ_{1}$	0.9264	1.00
$λ_{2}$	0.1198	2.67
$λ_{3}$	0.8714	16.87

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Integrated Green Energy Solutions Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Integrated Green Energy Solutions Ltd Analyses