CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0282	0.39
$α$	0.0434	5.19
$β$	0.9926	54.69
$γ$	-0.1047	-5.61

V-Lab

Tenon Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tenon Ltd Analyses