S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	119.2271	21.93
$α$	0.0772	372.95
$β$	0.9990	21,717.39
$ν$	2.0000	2,000,001.00

V-Lab

TV2U International Limited GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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