CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3792	8.92
$α$	0.1263	17.08
$β$	0.6821	26.25
$γ$	-0.5479	-4.01
$δ$	0.9982	17.08

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CapitaMalls Asia Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CapitaMalls Asia Ltd Analyses