CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6794	4.89
$α$	0.1747	7.57
$β$	0.7429	23.83
$γ_{1}$	-0.2304	-3.76
$γ_{2}$	0.4176	4.63
$γ_{3}$	-0.3413	-4.71
$γ_{4}$	0.2528	3.35
$γ_{5}$	-0.1111	-1.69
$γ_{6}$	-0.0751	-1.02
$γ_{7}$	0.2763	2.19

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Singapore Reinsurance Corp Ltd 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