CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.1096	10.41
$β$	0.6774	34.98
$γ$	0.0679	3.80
$λ_{1}$	0.0118	0.95
$λ_{2}$	0.0492	3.79
$λ_{3}$	0.9508	59.01

V-Lab

Augusta Capital Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses