CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1558	15.70
$α$	0.1836	21.45
$β$	0.8872	134.12
$γ$	-0.0509	-4.52

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Methven Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Methven Ltd Analyses