S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	91
$α$	0.2421	9.22
$β$	0.5992	33.45
$γ$	0.1309	3.35
$λ_{1}$	4.2419	1.30
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Monash Absolute Investment Company Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Monash Absolute Investment Company Limited Analyses