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
$ω$	2.1160	3.71
$α$	0.0885	5.66
$β$	0.8457	23.74
$γ_{1}$	0.1198	1.55
$γ_{2}$	-0.2091	-1.89
$γ_{3}$	0.2099	2.87
$γ_{4}$	-0.2140	-2.57
$γ_{5}$	0.1545	2.15
$γ_{6}$	-0.0857	-2.30

V-Lab

Unity Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unity Mining Ltd Analyses