CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0341	9.61
$α$	0.0241	13.26
$β$	0.9733	614.82
$γ$	-0.1271	-3.91
$δ$	1.4914	21.65

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New Zealand Oil & Gas Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Oil & Gas Ltd Analyses