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
$m$	26
$α$	0.2790	12.42
$β$	0.5330	33.10
$γ$	0.1975	4.98
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.7590	12.86
$λ_{3}$	0.2410	5.18

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Nitro Software Pty Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nitro Software Pty Ltd Analyses