S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	51
$α$	0.1481	21.62
$β$	0.5778	34.04
$γ$	-0.0233	-2.08
$λ_{1}$	10.0000	1.46
$λ_{2}$	0.9107	2.09
$λ_{3}$	0.0000	0.00

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Pilbara Gold Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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