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
$ω$	1.2296	9.12
$α$	0.0549	8.57
$β$	0.9311	119.79
$γ_{1}$	-0.0003	-0.47

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Newcrest Mining Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses