S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	51
$α$	0.1304	14.92
$β$	0.5818	15.06
$γ$	-0.0059	-0.45
$λ_{1}$	10.0000	0.29
$λ_{2}$	0.4926	0.29
$λ_{3}$	0.4124	0.20

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WA Gold Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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