S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0029	1.84
$α$	0.0826	39.17
$β$	0.8857	343.55
$γ$	0.5415	30.80

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S&P/ASX 200 AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/ASX 200 Analyses