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
$m$	21
$α$	0.1994	1,993,940.00
$β$	0.5506	5,506,060.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	1.0000	9,999,900.00
$λ_{3}$	0.0000	100.00

V-Lab

PRT Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PRT Co Ltd Analyses