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
$ω$	1.0306	5.56
$α$	0.1095	5.50
$β$	0.8075	21.00
$γ_{1}$	0.5420	1.86
$γ_{2}$	-0.7266	-1.48
$γ_{3}$	-0.1587	-0.43
$γ_{4}$	0.8762	2.90
$γ_{5}$	-1.0911	-4.28
$γ_{6}$	1.0701	4.58
$γ_{7}$	-0.7066	-4.01

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MZI Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MZI Resources Ltd Analyses