S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.3301	15.41
$α$	0.0988	12.08
$β$	0.8494	149.14
$γ$	0.0085	0.58

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Mercury NZ Limited GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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