S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4171	13.48
$α$	0.2650	11.96
$β$	0.5011	21.26
$γ$	0.0836	0.60

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Mufg Pension & Market Services Holdings Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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