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CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4752	16.72
$α$	0.1158	18.39
$β$	0.8357	152.05
$γ$	0.0132	1.16

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Haitong International Securities Group Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haitong International Securities Group Ltd Analyses