S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	35.5381	14.72
$α$	0.0743	124.82
$β$	0.9990	11,482.76
$ν$	2.0047	52,756.53

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Ensurance Limited GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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