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
$ω$	0.6829	4.44
$α$	0.2066	5.54
$β$	0.7156	14.43
$γ_{1}$	-0.2697	-2.66
$γ_{2}$	0.4012	2.01

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Macquarie Media Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Media Ltd Analyses