S&P / ASX 200 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0293	8.51
$β$	0.7405	27.98
$γ$	0.0727	11.44
$λ_{1}$	0.1007	0.60
$λ_{2}$	0.0682	0.71
$λ_{3}$	0.9096	6.91

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Janus Henderson Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Group PLC Analyses