CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0133	22.09
$α$	0.0881	35.94
$β$	0.9046	343.71
$γ$	0.1756	9.83
$δ$	1.5517	23.92

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S&P/NZX All Index APARCH Volatility Analysis

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