S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	36.2634	1.89
$α$	0.1696	1,009.68
$β$	0.9990	1,951.17
$ν$	2.0000	8,196.72

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Mosaic Brands Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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