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
$ω$	0.0751	3.42
$α$	0.0501	5.52
$β$	0.9499	197.78
$γ$	1.0000	469.26
$δ$	0.5000	2.61

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Vocation Ltd APARCH Volatility Analysis

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News Impact Curve

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