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CBOE EFA ETF Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0222	3.62***
α ARCH Response to squared shocks	0.0933	1.93*
β GARCH Volatility persistence	0.7846	6.05***

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Contemporary Amperex Tech Co Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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