CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0467	3.11
$α$	0.0387	6.61
$β$	0.9795	214.01
$γ$	-0.0283	-2.60

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Michael Hill New Zealand Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Michael Hill New Zealand Ltd Analyses