S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.3837	5.43
$α$	0.1095	2.40
$β$	0.6297	9.50
$ν$	3.2792	1.74

V-Lab

Ventia Services Group Pty Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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