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
$m$	21
$α$	0.2226	3.70
$β$	0.0468	1.23
$γ$	-0.1289	-3.21
$λ_{1}$	2.2787	0.18
$λ_{2}$	0.2984	0.22
$λ_{3}$	0.4531	0.16

V-Lab

MACA Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MACA Ltd Analyses