S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0293	16.55
$α$	0.1679	17.69
$β$	0.9753	574.07
$γ$	-0.0001	-0.01

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Hotel Property Investments EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hotel Property Investments Analyses