S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0076	-5.48
$α$	0.1495	40.56
$β$	0.9707	855.27
$γ$	-0.1000	-31.78

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Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Australian Stock Exchange All Ordinaries Index Analyses