S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5,704.4630	7.81
$α$	0.0793	75.40
$β$	0.9972	2,785.44
$ν$	2.0037	25,363.13

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Mercantile Investment Co Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

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