CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3533	12.14
$α$	0.0941	6.62
$β$	0.5051	16.60
$γ$	0.1015	2.90

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Opus International Consultants Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opus International Consultants Ltd Analyses