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
$ω$	0.4303	4.62
$α$	0.2841	3.24
$β$	0.3397	3.83
$γ_{1}$	-1.7738	-2.40
$γ_{2}$	2.6442	2.54
$γ_{3}$	-0.8954	-1.12
$γ_{4}$	0.0100	0.01
$γ_{5}$	-0.9849	-0.62
$γ_{6}$	2.3402	1.59
$γ_{7}$	-2.0293	-1.37
$γ_{8}$	-3.7096	-2.02

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Mufg Pension & Market Services Holdings Ltd 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