S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6428	5.92
$α$	0.1276	6.14
$β$	0.7830	21.38
$γ_{1}$	-0.2185	-3.22
$γ_{2}$	0.3762	3.86
$γ_{3}$	-0.2666	-4.20
$γ_{4}$	0.1409	2.81

V-Lab

Hotel Property Investments Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hotel Property Investments Analyses