S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1997	1.38
$α$	0.1092	3.08
$β$	0.7127	3.44
$γ$	-0.0273	-0.46

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Total Brain Limited EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Total Brain Limited Analyses