S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0762	6.59
$α$	0.0574	19.77
$β$	0.9822	302.40
$ν$	6.7889	3.49

V-Lab

Vicinity Centres GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vicinity Centres Analyses