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	0.0003	10.41***
α ARCH Response to squared shocks	0.2750	638.12***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0002

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Iris Metals Ltd GAS-GARCH Student T Volatility Analysis

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