S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3,108.1360	11.87***
α ARCH Response to squared shocks	0.1218	32.18***
β GARCH Volatility persistence	0.8568	73.51***
ν DF Student-t tail thickness	2.0104	1,678.14***

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Helix Resources Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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