S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	123.8516	7.92
$α$	0.2506	1,400.16
$β$	0.9990	8,325.00
$ν$	2.0000	111,111.17

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Property Connect Holdings Limited GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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