CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	81
$α$	0.0557	13.50
$β$	0.7611	84.31
$γ$	0.0608	11.44
$λ_{1}$	0.1050	2.27
$λ_{2}$	0.8983	31.56
$λ_{3}$	0.0000	0.00

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New Zealand Exchange Ltd NZX 10 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other New Zealand Exchange Ltd NZX 10 Index Analyses