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
$m$	111
$α$	0.2024	13.03
$β$	0.5879	28.77
$γ$	-0.0534	-2.93
$λ_{1}$	0.8397	0.61
$λ_{2}$	0.2595	0.57
$λ_{3}$	0.6782	1.20

V-Lab

Namoi Cotton Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Namoi Cotton Limited Analyses