CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2103	8.84
$α$	0.2067	7.27
$β$	0.5096	10.15
$γ_{1}$	0.2411	3.61
$γ_{2}$	-0.3470	-3.34
$γ_{3}$	0.1587	2.31
$γ_{4}$	-0.0011	-0.02
$γ_{5}$	-0.0025	-0.05
$γ_{6}$	-0.2810	-4.02
$γ_{7}$	0.4039	5.10
$γ_{8}$	-0.2031	-3.66

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Hellaby Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hellaby Holdings Ltd Analyses