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
$ω$	0.0719	10.32
$α$	0.0876	20.27
$β$	0.8863	167.55
$γ$	0.1943	6.74
$δ$	1.5924	19.03

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AusNet Services APARCH Volatility Analysis

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