CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4453	3.77
$α$	0.0947	6.34
$β$	0.7518	16.11
$γ_{1}$	-0.1628	-1.17
$γ_{2}$	0.1993	1.02
$γ_{3}$	-0.0382	-0.33
$γ_{4}$	-0.0208	-0.21
$γ_{5}$	0.0312	0.35
$γ_{6}$	0.0942	1.07
$γ_{7}$	-0.1319	-1.47
$γ_{8}$	-0.1069	-1.26
$γ_{9}$	0.2770	3.13
$γ_{10}$	-0.1840	-2.91

V-Lab

Michael Hill New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Michael Hill New Zealand Ltd Analyses