CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3331	3.87
$α$	0.0711	1.08
$β$	0.0000	0.00
$γ_{1}$	-35.8656	-3.94
$γ_{2}$	54.6799	4.03
$γ_{3}$	-33.8339	-3.67
$γ_{4}$	26.2132	3.16
$γ_{5}$	-15.5950	-2.68

V-Lab

Zhongan Online Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zhongan Online Analyses