S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0598	7.56
$α$	0.0252	8.36
$β$	0.9428	386.41
$γ$	0.0418	6.23

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WA Gold Ltd GJR-GARCH Volatility Analysis

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