S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8286	8.02
$α$	0.0902	8.02
$β$	0.8174	36.40
$γ_{1}$	0.0065	0.19
$γ_{2}$	0.0607	1.13
$γ_{3}$	-0.1724	-4.14
$γ_{4}$	0.1940	5.57
$γ_{5}$	-0.1501	-4.90
$γ_{6}$	0.0827	2.74
$γ_{7}$	-0.0007	-0.02
$γ_{8}$	-0.0513	-1.65
$γ_{9}$	0.0414	1.55

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Lend Lease Group Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Lend Lease Group Analyses