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
$ω$	0.9240	0.90
$α$	0.0000	0.00
$β$	0.8737	0.97
$γ_{1}$	1.8020	0.20
$γ_{2}$	1.4032	0.12
$γ_{3}$	-10.8903	-2.73
$γ_{4}$	13.8580	4.71
$γ_{5}$	-8.8490	-4.12
$γ_{6}$	4.4782	2.44
$γ_{7}$	-4.7699	-2.31
$γ_{8}$	4.9112	2.94

V-Lab

Newcrest Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses