CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0106	6.65
$α$	0.0218	15.31
$β$	0.9742	838.41
$γ$	0.0484	2.76
$δ$	2.2004	45.44

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Michael Hill New Zealand Ltd Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Michael Hill New Zealand Ltd Analyses