CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7276	15.56
$α$	0.0866	8.90
$β$	0.6676	43.38
$γ$	0.0723	3.36

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Methven Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Methven Ltd Analyses