S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0027	1.71
$α$	0.0844	39.53
$β$	0.8836	346.26
$γ$	0.5367	30.80

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S&P/ASX 300 AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P/ASX 300 Analyses