CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.1324	15.42
$β$	0.4488	23.07
$γ$	0.0400	2.68
$λ_{1}$	2.3927	0.61
$λ_{2}$	0.7730	0.79
$λ_{3}$	0.2106	0.20

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TASK Group Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TASK Group Holdings Ltd Analyses