S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	2.4243	4.75
$α$	0.1105	6.10
$β$	0.8519	64.57
$γ$	-0.0101	-0.45

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Iris Metals Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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