CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2656	7.10
$α$	0.0956	40.75
$β$	0.9864	493.92
$ν$	6.8365	7.89

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