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
$ω$	0.3025	4.77
$α$	0.0360	7.23
$β$	0.9275	97.27

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Newcrest Mining Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcrest Mining Ltd Analyses