S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.1656	288.54***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	4.7485	232.46***

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Range International Limited GAS-GARCH Student T Volatility Analysis

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