CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7313	3.17
$α$	0.3198	3.45
$β$	0.6021	9.03
$γ_{1}$	-0.2892	-2.89
$γ_{2}$	0.5271	3.27
$γ_{3}$	-0.4757	-4.47
$γ_{4}$	0.5127	5.76
$γ_{5}$	-0.5911	-5.31
$γ_{6}$	0.5454	3.62
$γ_{7}$	-0.2727	-1.73
$γ_{8}$	-0.2457	-1.31

V-Lab

Metlifecare Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metlifecare Ltd Analyses