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
$ω$	0.3816	12.13
$α$	0.1735	11.96
$β$	0.8482	102.28
$γ$	-0.0994	-6.19

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Thorn Group Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorn Group Ltd Analyses