CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.1343	13.79
$β$	0.7655	57.66
$γ$	0.0029	0.22
$λ_{1}$	0.1333	2.55
$λ_{2}$	0.0723	3.08
$λ_{3}$	0.9256	37.74

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Smartpay Holdings Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Smartpay Holdings Ltd Analyses