CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0284	6.53
$α$	0.0563	6.73
$β$	0.9338	154.47
$γ$	0.0081	0.75

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Augusta Capital Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Augusta Capital Ltd Analyses