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
$ω$	2.4193	21.19
$α$	0.1689	34.68
$β$	0.7639	138.66
$γ$	0.3611	1.70

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Viralytics Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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