CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	121
$α$	0.1272	14.13
$β$	0.4103	19.05
$γ$	0.0016	0.15
$λ_{1}$	1.9741	0.45
$λ_{2}$	0.6946	0.60
$λ_{3}$	0.0000	0.00

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New Zealand Oil & Gas Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Oil & Gas Ltd Analyses