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
$m$	66
$α$	0.1000	18.34
$β$	0.8181	86.20
$γ$	0.0633	5.45
$λ_{1}$	10.0000	0.64
$λ_{2}$	0.1976	0.62
$λ_{3}$	0.6519	1.16

V-Lab

Neurizer Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:63.39% (-1.29%)

Date Range:

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News Impact Curve

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