S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0052	-3.64
$α$	0.1412	36.77
$β$	0.9735	875.47
$γ$	-0.1018	-31.32

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S&P/ASX 200 EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses