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
$m$	121
$α$	0.2251	14.39
$β$	0.7328	35.48
$γ$	-0.1443	-8.87
$λ_{1}$	0.0673	2.28
$λ_{2}$	0.0281	3.25
$λ_{3}$	0.9654	83.92

V-Lab

Thorn Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorn Group Ltd Analyses