S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9474	7.87
$α$	0.0587	9.68
$β$	0.8977	197.73
$γ$	0.0257	2.04

V-Lab

Alice Queen Limited GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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