S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3504	5.42
$α$	0.0469	26.52
$β$	0.9897	529.23
$ν$	5.1397	7.68

V-Lab

AGL Energy Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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