CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0082	12.91
$α$	0.0416	11.00
$β$	0.9363	409.04
$γ$	0.0322	4.18

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New Zealand Exchange Ltd NZX 10 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other New Zealand Exchange Ltd NZX 10 Index Analyses