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
$m$	31
$α$	0.2354	0.16
$β$	0.4510	0.49
$γ$	-0.2317	-0.05
$λ_{1}$	1.4307	0.00
$λ_{2}$	1.0000	0.40
$λ_{3}$	0.0000	0.00

V-Lab

Story-I Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Story-I Limited Analyses