S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0644	18.48
$α$	0.0505	17.78
$β$	0.9378	551.95
$γ$	0.0062	1.48

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Newcrest Mining Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses