S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4870	15.03
$α$	0.0279	3.06
$β$	0.1581	3.51
$γ$	0.4069	2.53

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Ventia Services Group Pty Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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