CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0399	12.48
$α$	0.1365	16.34
$β$	0.9828	409.50
$γ$	-0.0014	-0.13

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Augusta Capital Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses