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
$m$	26
$α$	0.0986	19.28
$β$	0.5825	22.26
$γ$	0.0184	2.58
$λ_{1}$	0.1412	1.27
$λ_{2}$	0.0932	1.67
$λ_{3}$	0.8857	12.96

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Newcrest Mining Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses