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
$m$	111
$α$	0.2277	10.18
$β$	0.3775	15.90
$γ$	-0.0293	-1.11
$λ_{1}$	1.5173	0.31
$λ_{2}$	1.0000	0.32
$λ_{3}$	0.0000	0.00

V-Lab

Pacific Energy Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Energy Ltd Analyses