S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0647	18.49
$α$	0.0536	35.42
$β$	0.9377	564.55

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Newcrest Mining Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses