S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0650	8.43
$α$	0.1454	10.65
$β$	0.9668	222.52
$γ$	-0.0421	-6.58

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Virtus Health Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virtus Health Ltd Analyses