S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.1792	4.15
$α$	0.0779	16.45
$β$	0.9753	154.62
$ν$	4.2741	6.66

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MACA Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

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Parameter Estimates

Other MACA Ltd Analyses