S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0053	-3.67
$α$	0.1409	36.85
$β$	0.9735	879.41
$γ$	-0.1020	-31.49

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S&P/ASX 200 EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/ASX 200 Analyses