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
$ω$	6.3918	19.33
$α$	0.1746	23.90
$β$	0.7133	120.33
$γ$	0.3052	0.96

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Vault Intelligence Limited AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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