S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	6.8178	6.21
$α$	0.0461	34.00
$β$	0.9913	739.26
$ν$	6.1385	6.39

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Newcrest Mining Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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