CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3385	5.86
$α$	0.2282	4.30
$β$	0.6385	9.64
$γ_{1}$	-0.2679	-2.92
$γ_{2}$	0.4944	3.42
$γ_{3}$	-0.4619	-4.85
$γ_{4}$	0.5135	6.30
$γ_{5}$	-0.6006	-5.96
$γ_{6}$	0.5591	4.06
$γ_{7}$	-0.3011	-2.25
$γ_{8}$	0.0732	0.71

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Metlifecare Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metlifecare Ltd Analyses