S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0360	5.33
$α$	0.0315	20.59
$β$	0.9585	485.32
$γ$	0.8758	8.37

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UGL Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UGL Ltd Analyses