CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6657	7.04
$α$	0.1050	10.87
$β$	0.8667	77.56
$γ_{1}$	-0.0103	-5.72
$γ_{2}$	0.0138	6.05

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Capitaland Group Pte Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitaland Group Pte Ltd Analyses