S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1337	13.91
$α$	0.1252	26.28
$β$	0.8147	119.85
$γ$	-0.1469	-2.71

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Hotel Property Investments AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hotel Property Investments Analyses