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CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	19.2992	10.12***
α ARCH Response to squared shocks	0.0971	100.34***
β GARCH Volatility persistence	0.9949	1,870.05***
ν DF Student-t tail thickness	2.0001

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TD Active US HI Yild BND ETF GAS-GARCH Student T Volatility Analysis

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