CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9659	4.95
$α$	0.1276	3.78
$β$	0.7821	11.83
$γ_{1}$	1.2629	1.15
$γ_{2}$	-1.9095	-1.14
$γ_{3}$	0.4442	0.37
$γ_{4}$	0.8526	0.79
$γ_{5}$	-1.3025	-1.29
$γ_{6}$	0.3077	0.26
$γ_{7}$	2.3462	1.36
$γ_{8}$	-10.4171	-3.76

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Trade Me Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trade Me Group Ltd Analyses