S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0241	1.44
$α$	0.0405	17.05
$β$	0.9594	379.35
$γ$	0.6677	3.34

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Diverger Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diverger Ltd Analyses