CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4067	3.73
$α$	0.0965	6.36
$β$	0.7419	15.20
$γ_{1}$	-0.1810	-1.31
$γ_{2}$	0.2257	1.17
$γ_{3}$	-0.0495	-0.44
$γ_{4}$	-0.0177	-0.18
$γ_{5}$	0.0316	0.36
$γ_{6}$	0.0927	1.07
$γ_{7}$	-0.1226	-1.38
$γ_{8}$	-0.1404	-1.62
$γ_{9}$	0.3629	3.67
$γ_{10}$	-0.4071	-3.42

V-Lab

Michael Hill New Zealand Ltd 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