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
$m$	126
$α$	0.0019	1.84
$β$	0.9649	539.05
$γ$	0.0491	20.03
$λ_{1}$	0.0003	1.14
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9998	3,134.09

V-Lab

Sydney Airport MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sydney Airport Analyses