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
$ω$	0.8681	5.55
$α$	0.1923	3.95
$β$	0.2854	2.38
$γ_{1}$	0.3233	0.80
$γ_{2}$	0.0463	0.08
$γ_{3}$	-1.0359	-2.80
$γ_{4}$	1.1111	3.21
$γ_{5}$	-0.8455	-2.18
$γ_{6}$	0.6190	1.88

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MacPhersons Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MacPhersons Resources Ltd Analyses