S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5820	10.79
$α$	0.0859	87.61
$β$	0.9990	3,798.48
$ν$	2.4426	1,055.58

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Mufg Pension & Market Services Holdings Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

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Parameter Estimates

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