CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0544	7.56
$α$	0.1952	6.33
$β$	0.6195	12.88
$γ_{1}$	-0.1095	-2.12
$γ_{2}$	0.1517	1.79
$γ_{3}$	-0.0081	-0.11
$γ_{4}$	-0.1199	-1.65
$γ_{5}$	0.1347	2.32
$γ_{6}$	-0.0675	-1.22
$γ_{7}$	0.0935	1.82
$γ_{8}$	-0.1011	-1.84
$γ_{9}$	-0.0005	-0.01

V-Lab

Restaurant Brands New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Restaurant Brands New Zealand Ltd Analyses