CBOE EFA ETF Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4062	2.35
$α$	0.3189	5.22
$β$	0.5450	7.35
$γ_{1}$	-7.4786	-0.99
$γ_{2}$	33.3382	2.42
$γ_{3}$	-44.2193	-3.14
$γ_{4}$	20.6272	1.77
$γ_{5}$	-0.1198	-0.02
$γ_{6}$	-2.5882	-0.41
$γ_{7}$	-5.4126	-0.74
$γ_{8}$	-10.0137	-0.56

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PropertyGuru Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PropertyGuru Group Ltd Analyses