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
$ω$	0.5376	2.32
$α$	0.3699	3.10
$β$	0.5380	6.10
$γ_{1}$	-2.6046	-2.13
$γ_{2}$	3.2545	1.80
$γ_{3}$	0.0394	0.02
$γ_{4}$	-1.4059	-0.57
$γ_{5}$	1.0287	0.51
$γ_{6}$	-1.9716	-1.39
$γ_{7}$	4.9863	3.12
$γ_{8}$	-8.0115	-5.33
$γ_{9}$	7.3184	7.61

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Mufg Pension & Market Services Holdings Ltd Zero Slope Spline-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