S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5366	12.64
$α$	0.1856	22.15
$β$	0.7257	71.16
$γ$	0.3926	4.81

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Estia Health Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estia Health Ltd Analyses