CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0154	24.58
$α$	0.1142	29.90
$β$	0.8456	357.70
$γ$	0.0545	8.00

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New Zealand Exchange Ltd NZX 10 Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other New Zealand Exchange Ltd NZX 10 Index Analyses