S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0487	16.14
$α$	0.0577	33.10
$β$	0.9310	505.43
$γ$	0.4078	11.34

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Alumina Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alumina Ltd Analyses