S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	6.7937	6.41
$α$	0.0977	35.87
$β$	0.9990	4,897.06
$ν$	3.8130	45.57

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Equifax Australia Group Pty Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Equifax Australia Group Pty Ltd Analyses