S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.0241	12.07
$α$	0.0362	15.10
$β$	0.9620	416.26
$γ$	0.4793	11.92
$δ$	1.0222	17.00

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Janus Henderson Group PLC APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Group PLC Analyses