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
$ω$	1.1622	6.31
$α$	0.2166	3.57
$β$	0.6886	11.43
$γ_{1}$	0.0074	0.46

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Monash Absolute Investment Company Limited Zero Slope Spline-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