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
$m$	21
$α$	0.3782	11.30
$β$	0.0000	0.00
$γ$	0.5000	7.52
$λ_{1}$	5.6059	0.14
$λ_{2}$	0.2019	0.15
$λ_{3}$	0.0000	0.00

V-Lab

Newmark Property Reit MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newmark Property Reit Analyses