S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7609	35.43
$α$	0.5179	9.41
$β$	0.0000	0.00
$γ$	0.6749	8.24

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Newmark Property Reit AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newmark Property Reit Analyses