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
$ω$	0.9216	0.90
$α$	0.0000	0.00
$β$	0.8735	0.96
$γ_{1}$	1.7372	0.19
$γ_{2}$	1.5251	0.13
$γ_{3}$	-11.0278	-2.76
$γ_{4}$	14.0885	4.79
$γ_{5}$	-9.2930	-4.32
$γ_{6}$	5.3734	2.88
$γ_{7}$	-6.7148	-3.04
$γ_{8}$	9.6352	2.94

V-Lab

Newcrest Mining Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses