CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8722	6.19
$α$	0.0727	6.77
$β$	0.8821	51.67
$γ_{1}$	-0.0219	-4.81
$γ_{2}$	0.0351	4.25

V-Lab

TrustPower Ltd/Old Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TrustPower Ltd/Old Analyses