CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6726	3.99
$α$	0.1816	7.49
$β$	0.7329	23.60
$γ_{1}$	-0.2656	-1.39
$γ_{2}$	0.2405	0.82
$γ_{3}$	0.2708	1.49
$γ_{4}$	-0.4771	-3.08
$γ_{5}$	0.2548	1.48
$γ_{6}$	0.1028	0.67
$γ_{7}$	-0.1646	-0.99
$γ_{8}$	-0.0906	-0.47
$γ_{9}$	0.2460	1.41
$γ_{10}$	-0.1447	-1.24

V-Lab

Singapore Reinsurance Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Singapore Reinsurance Corp Ltd Analyses