CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0114	11.38
$α$	0.0436	15.04
$β$	0.9533	488.60
$γ$	-0.0028	-0.62

V-Lab

TrustPower Ltd/Old GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TrustPower Ltd/Old Analyses