CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8436	15.43
$α$	0.1407	19.52
$β$	0.6073	34.39
$γ$	0.4734	5.36

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Methven Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Methven Ltd Analyses