CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8248	2.08
$α$	0.2854	2.12
$β$	0.1401	1.02
$γ_{1}$	2.3666	0.39
$γ_{2}$	-6.6125	-0.77
$γ_{3}$	6.2915	0.89
$γ_{4}$	-4.2085	-0.58
$γ_{5}$	8.3773	1.08
$γ_{6}$	-11.2515	-1.45
$γ_{7}$	-0.4405	-0.07
$γ_{8}$	33.6918	2.25

V-Lab

Airwork Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Airwork Holdings Ltd Analyses