S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0129	10.24
$α$	0.0762	28.13
$β$	0.9924	1,687.69
$γ$	-0.0174	-6.22

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Fairfax Media Ltd EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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