CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2687	6.96
$α$	0.0951	40.92
$β$	0.9866	494.55
$ν$	6.8048	7.90

V-Lab

Straits Times Index STI GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Straits Times Index STI Analyses