S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

S&P / TSX 60 VIX Index CAD

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	param	t-stat
$ω$	0.0051	0.12
$α$	0.0002	0.12
$β$	0.9962	98.46
$γ$	-0.0634	-10.70

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Newcrest Mining Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses