S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5473	17.88
$α$	0.2026	19.08
$β$	0.5385	27.31

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ERM Power Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ERM Power Ltd Analyses