S&P / ASX 200 Volatility Index

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	param	t-stat
$m$	111
$α$	0.1282	6.57
$β$	0.1144	5.34
$γ$	0.0826	4.72
$λ_{1}$	0.8572	0.37
$λ_{2}$	0.4104	1.11
$λ_{3}$	0.5225	0.98

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SDI Ltd MF2-GARCH Volatility Analysis

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