CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0277	6.08
$α$	0.0611	12.73
$β$	0.9333	155.60

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Augusta Capital Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses