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
$ω$	1.2850	4.37
$α$	0.0870	4.05
$β$	0.8771	29.95
$γ_{1}$	0.0835	0.50
$γ_{2}$	-0.1928	-0.82
$γ_{3}$	0.1850	1.75

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Trade Me Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trade Me Group Ltd Analyses