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
$m$	126
$α$	0.3021	6.82
$β$	0.4162	9.13
$γ$	-0.1149	-2.48
$λ_{1}$	0.0279	0.42
$λ_{2}$	0.0103	0.50
$λ_{3}$	0.9853	34.38

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Mufg Pension & Market Services Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mufg Pension & Market Services Holdings Ltd Analyses