CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2442	20.40
$β$	0.2271	12.12
$γ$	0.2986	10.30
$λ_{1}$	0.5226	1.71
$λ_{2}$	0.7595	2.13
$λ_{3}$	0.2212	0.59

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Metlifecare Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metlifecare Ltd Analyses