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
$ω$	1.3389	9.56
$α$	0.1215	9.84
$β$	0.8292	46.30
$γ_{1}$	-0.0007	-0.96

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Templeton Global Growth Fund Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Templeton Global Growth Fund Ltd Analyses