S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

S&P / TSX 60 VIX Index CAD

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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.0000	0.01
$β$	0.9648	217.70
$γ$	0.0436	15.07
$λ_{1}$	3.3567	1.78
$λ_{2}$	0.5305	7.87
$λ_{3}$	0.0000	0.00

V-Lab

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