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
$ω$	1.7403	12.41
$α$	0.2204	10.76
$β$	0.7478	69.40
$γ$	-0.0439	-1.36

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Macquarie Media Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Media Ltd Analyses