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
$m$	121
$α$	0.0277	8.15
$β$	0.9062	166.27
$γ$	0.0865	14.45
$λ_{1}$	1.7259	2.19
$λ_{2}$	0.8575	2.71
$λ_{3}$	0.0000	0.00

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Pacific Smiles Group Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Smiles Group Limited Analyses