CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8553	4.47
$α$	0.1945	4.64
$β$	0.6926	12.30
$γ_{1}$	0.4034	3.36
$γ_{2}$	-0.4999	-2.71
$γ_{3}$	0.0588	0.48
$γ_{4}$	-0.1481	-1.15
$γ_{5}$	0.5949	3.63
$γ_{6}$	-0.5397	-3.23
$γ_{7}$	-0.2568	-1.47
$γ_{8}$	1.7129	4.32

V-Lab

Tenon Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tenon Ltd Analyses