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
$m$	116
$α$	0.0986	11.97
$β$	0.6814	34.64
$γ$	0.0480	4.68
$λ_{1}$	0.1885	0.75
$λ_{2}$	0.0358	0.79
$λ_{3}$	0.9267	10.26

V-Lab

Pendal Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pendal Group Ltd Analyses