S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3583	8.05
$α$	0.0439	10.45
$β$	0.9282	424.40
$γ$	0.0534	6.95

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Integrated Green Energy Solutions Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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