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
$ω$	0.0412	11.53
$α$	0.0639	19.96
$β$	0.9280	243.77
$γ$	0.2619	5.91
$δ$	0.7523	14.29

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SAI Global Pty Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAI Global Pty Ltd Analyses