S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	6.9093	9.01
$α$	0.0836	14.79
$β$	0.9636	226.84
$ν$	6.2325	4.13

V-Lab

Mercury NZ Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mercury NZ Limited Analyses