S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5397	4.47
$α$	0.0276	9.19
$β$	0.9416	297.50
$γ$	0.0540	8.73

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Pilbara Gold Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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