S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0749	16.39
$α$	0.1435	20.29
$β$	0.5819	31.01

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Navitas Pty Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Navitas Pty Ltd Analyses