CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.0837	0.51
$β$	0.3850	6.38
$γ$	-0.0837	-0.53
$λ_{1}$	1.6825	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Fujifilm Hldgs Corp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujifilm Hldgs Corp Analyses