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
$ω$	1.2120	5.16
$α$	0.2047	3.68
$β$	0.7032	12.57
$γ_{1}$	0.0399	0.57

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Monash Absolute Investment Company Limited 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