S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0499	13.38
$β$	0.8319	144.45
$γ$	0.0611	12.58
$λ_{1}$	0.0067	3.22
$λ_{2}$	0.0127	4.47
$λ_{3}$	0.9851	291.46

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Lend Lease Group MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Lend Lease Group Analyses