S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0000	4.75
$α$	0.0789	12.65
$β$	0.9070	146.05
$γ$	0.1976	4.09
$δ$	1.8101	20.80

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Alterra Limited APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Limited Analyses