S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4406	9.10
$α$	0.1093	30.48
$β$	0.8809	227.28

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Intecq Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intecq Ltd Analyses