S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0743	8.49
$α$	0.0559	31.75
$β$	0.9900	775.88
$ν$	8.5203	4.75

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Alumina Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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