S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3548	9.38
$α$	0.1688	24.52
$β$	0.7978	85.92

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Vonex Limited GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vonex Limited Analyses