S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	23.6236	3.79
$α$	0.0947	36.78
$β$	0.9759	161.90
$ν$	2.5117	41.78

V-Lab

SDI Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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