S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8666	12.47
$α$	0.0966	5.40
$β$	0.6578	31.25
$γ$	0.0747	2.04

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Seymour Whyte Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Seymour Whyte Ltd Analyses