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
$ω$	1.0000	5.47
$α$	0.5104	5.70
$β$	0.2383	3.81
$γ$	0.4060	13.67
$δ$	1.9836	5.56

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Equifax Australia Group Pty Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Equifax Australia Group Pty Ltd Analyses