CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0055	1.50
$α$	0.0898	5.23
$β$	0.9099	56.49
$γ_{1}$	0.2953	0.39
$γ_{2}$	-0.6732	-0.80
$γ_{3}$	0.6464	1.07
$γ_{4}$	-0.9982	-2.19
$γ_{5}$	0.4911	0.52
$γ_{6}$	1.1045	0.46
$γ_{7}$	0.5752	0.21
$γ_{8}$	-2.9253	-1.35

V-Lab

Tenon Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tenon Ltd Analyses