CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0324	4.91
$α$	0.0724	14.24
$β$	0.9211	138.48
$γ$	-0.1440	-0.88

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Augusta Capital Ltd AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses