S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0858	2.96
$α$	0.4876	31.39
$β$	0.9922	190.77
$γ$	-0.0727	-4.73

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eSense-Lab Limited EGARCH Volatility Analysis

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