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
$ω$	2.6853	15.03
$α$	0.1635	6.31
$β$	0.5336	22.59
$γ$	-0.0053	-0.15

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MACA Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MACA Ltd Analyses