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
$m$	101
$α$	0.0371	7.86
$β$	0.8660	131.83
$γ$	0.1708	17.94
$λ_{1}$	10.0000	1.51
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9011	10.10

V-Lab

Vonex Limited MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vonex Limited Analyses