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
$m$	31
$α$	0.0692	4.90
$β$	0.0945	5.81
$γ$	0.2436	8.48
$λ_{1}$	5.7617	0.42
$λ_{2}$	1.0000	1.16
$λ_{3}$	0.0000	0.00

V-Lab

MOD Resources Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MOD Resources Limited Analyses