CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6235	7.10
$α$	0.1431	4.75
$β$	0.2308	2.03
$γ_{1}$	-0.4567	-1.74
$γ_{2}$	0.7756	1.91
$γ_{3}$	-0.8556	-3.03
$γ_{4}$	0.9630	4.18
$γ_{5}$	-0.7257	-3.31
$γ_{6}$	0.5051	2.14
$γ_{7}$	-0.2318	-0.84
$γ_{8}$	-0.0163	-0.05
$γ_{9}$	0.1268	0.24

V-Lab

Methven Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Methven Ltd Analyses