CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.1344	12.01
$β$	0.4684	13.97
$γ$	0.0582	2.39
$λ_{1}$	0.0086	0.38
$λ_{2}$	0.0138	0.80
$λ_{3}$	0.9862	55.96

V-Lab

Abano Healthcare Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abano Healthcare Group Ltd Analyses