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CBOE EFA ETF Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	30.7343	2.98***
α ARCH Response to squared shocks	0.1429	5.48***
β GARCH Volatility persistence	0.9162	34.79***
ν DF Student-t tail thickness	3.9275	3.10***

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XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

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