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CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1768	14.72
$α$	0.0725	10.16
$β$	0.7629	82.85
$γ$	0.1735	9.88

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Transalta Renewables Inc GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transalta Renewables Inc Analyses