S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0823	-2.10
$α$	0.0482	16.29
$β$	0.9477	292.58
$γ$	2.1799	12.31

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PanAust Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PanAust Ltd Analyses