CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0715	33.01
$β$	0.8780	317.77
$γ$	0.0412	12.14
$λ_{1}$	0.0067	10.36
$λ_{2}$	0.0168	11.65
$λ_{3}$	0.9817	616.63

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Capitaland Group Pte Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitaland Group Pte Ltd Analyses