S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1730	16.63
$β$	0.5280	23.97
$γ$	0.0329	1.90
$λ_{1}$	0.9104	0.88
$λ_{2}$	0.1630	1.93
$λ_{3}$	0.8075	6.61

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Nearmap Pty Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nearmap Pty Ltd Analyses