S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0746	17.30
$α$	0.0620	39.60
$β$	0.9266	562.24
$γ$	0.4020	9.12

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Newcrest Mining Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses