S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0215	25.55
$α$	0.0192	9.50
$β$	0.8874	414.27
$γ$	0.1293	23.56

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Australian Stock Exchange All Ordinaries Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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