S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	81
$α$	0.1600	22.78
$β$	0.6397	39.93
$γ$	-0.0460	-5.17
$λ_{1}$	0.8088	0.36
$λ_{2}$	0.8460	0.37
$λ_{3}$	0.0000	0.00

V-Lab

Centuria Capital Group MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Centuria Capital Group Analyses