S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0403	23.14
$α$	0.1252	33.71
$β$	0.8647	406.73
$γ$	0.0065	1.02

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Fairfax Media Ltd Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fairfax Media Ltd Analyses