S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9232	14.23
$α$	0.1466	5.87
$β$	0.7190	17.94
$γ_{1}$	-0.0007	-1.53

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S&P / ASX 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P / ASX 200 Volatility Index Analyses