CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	15.0000	7.12
$α$	0.0618	1.41
$β$	0.0000	0.00
$γ$	-1.0530	-1.04

V-Lab

Tenon Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tenon Ltd Analyses