S&P / ASX 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.1231	365.35***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	6.1996	70.24***

V-Lab

Everflow Resources Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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