S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0181	10.74
$α$	0.1085	35.84
$β$	0.9901	1,418.50
$γ$	-0.0276	-8.60

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Alumina Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alumina Ltd Analyses