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
$ω$	0.1000	13.04
$α$	0.1957	31.69
$β$	0.9686	333.54
$γ$	-0.0214	-2.22

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McGrath Limited EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McGrath Limited Analyses