S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5390	4.48
$α$	0.0275	9.18
$β$	0.9416	297.69
$γ$	0.0541	8.77

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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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