CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0223	8.77
$α$	0.0115	7.68
$β$	0.9768	617.42
$γ$	0.2320	9.65
$δ$	2.6157	28.25

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Michael Hill New Zealand Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Michael Hill New Zealand Ltd Analyses