CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5711	3.67
$α$	0.1472	5.34
$β$	0.6582	10.74
$γ_{1}$	0.4115	0.40
$γ_{2}$	-1.3355	-0.92
$γ_{3}$	0.7464	0.83
$γ_{4}$	0.7496	0.86
$γ_{5}$	-0.9979	-1.23
$γ_{6}$	0.7766	1.12
$γ_{7}$	-0.6554	-0.94
$γ_{8}$	0.3560	0.45
$γ_{9}$	1.2561	1.40
$γ_{10}$	-2.4310	-3.17

V-Lab

Augusta Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses