CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0447	17.68
$α$	0.0674	24.31
$β$	0.9078	505.44
$γ$	0.0355	6.44

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Capitaland Group Pte Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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