S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1922	8.24
$α$	0.1212	21.37
$β$	0.8773	144.33

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Folkestone Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Folkestone Ltd Analyses