S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5336	16.92
$α$	0.6906	34.54
$β$	0.8689	107.18
$γ$	-0.1041	-4.75

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Novarise Renewable Resources International Ltd EGARCH Volatility Analysis

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