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	8.20
$α$	0.3825	21.81
$β$	0.6175	40.82
$γ$	0.2212	5.32
$δ$	1.2285	17.62

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Novarise Renewable Resources International Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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