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
$α$	0.1626	8.67
$β$	0.7645	18.22
$γ$	-0.1034	-5.16
$λ_{1}$	4.5454	1.22
$λ_{2}$	0.1756	1.13
$λ_{3}$	0.8143	5.07

V-Lab

South Pacific Resources Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Pacific Resources Limited Analyses