CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7640	14.27
$α$	0.3192	12.74
$β$	0.5660	25.57
$γ$	-0.2484	-8.02

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CapitaMalls Asia Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CapitaMalls Asia Ltd Analyses