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
$m$	51
$α$	0.1069	24.55
$β$	0.6462	67.02
$γ$	0.1380	14.31
$λ_{1}$	0.0191	2.84
$λ_{2}$	0.0190	4.74
$λ_{3}$	0.9791	216.51

V-Lab

MMA Offshore Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MMA Offshore Ltd Analyses