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
$ω$	0.0314	4.28
$α$	0.0278	2.90
$β$	0.9722	443.33
$γ$	1.0000	1.47
$δ$	1.1480	10.22

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ThinkSmart Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ThinkSmart Ltd Analyses