CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6000	8.02
$α$	0.0668	34.96
$β$	0.9870	589.26
$ν$	7.2875	5.60

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S&P/NZX All Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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