S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0000	5.50
$α$	0.1395	16.93
$β$	0.7931	70.41
$γ$	-0.0795	-1.52
$δ$	1.2051	15.66

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S&P / ASX 200 Volatility Index APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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