S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0972	14.74
$α$	0.1782	27.99
$β$	0.7862	89.30
$γ$	-0.1331	-6.44
$δ$	1.4892	25.42

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Australian Leaders Fund Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Leaders Fund Ltd Analyses