S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0065	6.30
$α$	0.1450	164.93
$β$	0.9990	5,876.47
$ν$	3.3583	171.35

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Ellerston Asian Investments Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Ellerston Asian Investments Ltd Analyses