S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	183.8569	10.66
$α$	0.0676	82.64
$β$	0.9990	10,515.79
$ν$	2.0570	5,894.12

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Pacific Smiles Group Limited GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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