CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.4298	0.03
$α$	0.6601	0.01
$β$	0.3398	0.00
$γ_{1}$	95.8704	0.00
$γ_{2}$	-87.4116	-0.00
$γ_{3}$	-128.5985	-0.01
$γ_{4}$	310.4150	0.05
$γ_{5}$	-738.5478	-0.19
$γ_{6}$	1,242.5060	4.83
$γ_{7}$	-1,108.0590	-0.38
$γ_{8}$	606.5094	0.14
$γ_{9}$	-335.2109	-0.07
$γ_{10}$	22.7480	0.01

V-Lab

HHG Capital Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HHG Capital Corp Analyses