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
$m$	61
$α$	0.1790	19.55
$β$	0.5915	40.91
$γ$	-0.0412	-2.56
$λ_{1}$	10.0000	0.52
$λ_{2}$	0.9696	0.53
$λ_{3}$	0.0000	0.00

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Southern Cross Payments Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Southern Cross Payments Ltd Analyses