CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0094	-7.20
$α$	0.0884	23.33
$β$	0.9821	760.74
$γ$	-0.0415	-11.85

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New Zealand Exchange Ltd NZX 15 Total Return Index EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Exchange Ltd NZX 15 Total Return Index Analyses