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
$α$	0.4290	20.09
$β$	0.2455	10.93
$γ$	-0.2133	-6.15
$λ_{1}$	0.0895	0.64
$λ_{2}$	0.0447	2.08
$λ_{3}$	0.9553	44.32

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Toys 'R' Us Anz Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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