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
$ω$	0.0404	10.85
$α$	0.3896	42.04
$β$	0.9896	397.44
$γ$	-0.0264	-3.15

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Ellerston Asian Investments Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellerston Asian Investments Ltd Analyses