S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0052	-3.66
$α$	0.1443	36.19
$β$	0.9722	871.15
$γ$	-0.1032	-31.16

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S&P/ASX 300 EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P/ASX 300 Analyses