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
$m$	36
$α$	0.1141	12.51
$β$	0.5223	26.72
$γ$	0.0565	5.80
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.2248	2.15
$λ_{3}$	0.7752	6.99

V-Lab

OZ Minerals Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OZ Minerals Ltd Analyses