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
$ω$	1.1820	7.54
$α$	0.0691	6.93
$β$	0.8946	55.35
$γ_{1}$	0.0165	2.50
$γ_{2}$	-0.0340	-2.71

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Metallica Minerals Pty Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metallica Minerals Pty Ltd Analyses