S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	8.1703	8.95
$α$	0.0466	47.88
$β$	0.9988	5,807.18
$ν$	6.3018	12.57

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Sydney Airport GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

Other Sydney Airport Analyses