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
$m$	46
$α$	0.3910	20.43
$β$	0.1557	4.60
$γ$	-0.2020	-7.26
$λ_{1}$	5.6864	0.30
$λ_{2}$	0.6819	0.30
$λ_{3}$	0.0762	0.02

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Macquarie Media Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Media Ltd Analyses