S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8045	1.68
$α$	2.0000	4.98
$β$	0.5537	23.22
$γ$	-0.8589	-4.76

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Vocation Ltd AGARCH Volatility Analysis

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News Impact Curve

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