CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1467	7.28
$α$	0.0501	47.02
$β$	0.9932	1,288.17
$ν$	6.0802	9.72

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New Zealand Exchange Ltd NZX 10 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other New Zealand Exchange Ltd NZX 10 Index Analyses