CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4586	2.33
$α$	0.0000	0.00
$β$	0.7910	2.24
$γ_{1}$	5.5766	0.29
$γ_{2}$	-22.3115	-0.79
$γ_{3}$	21.0604	0.99
$γ_{4}$	0.7731	0.03
$γ_{5}$	-9.8397	-0.43
$γ_{6}$	-2.8111	-0.13
$γ_{7}$	35.7800	1.76
$γ_{8}$	-104.8831	-4.69

V-Lab

Fliway Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fliway Group Ltd Analyses