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
$ω$	1.0905	2.33
$α$	0.0000	0.00
$β$	0.9024	0.92
$γ_{1}$	3.8318	0.40
$γ_{2}$	-4.9409	-0.39

V-Lab

Jiajiafu Modern Agriculture Limited Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jiajiafu Modern Agriculture Limited Analyses