CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	5.0000	0.50
$α$	0.0078	0.14
$β$	0.6790	1.17
$γ$	-0.0075	-0.14

V-Lab

Tenon Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tenon Ltd Analyses