S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2931	6.79
$α$	0.1377	16.86
$β$	0.8351	82.41

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Ensurance Limited GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ensurance Limited Analyses