S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0348	12.11
$α$	0.1948	23.69
$β$	0.9771	471.58
$γ$	-0.0182	-1.77

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Century Australia Investments Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Century Australia Investments Ltd Analyses