S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4424	9.71
$α$	0.1835	16.34
$β$	0.7453	45.28
$γ$	-0.1851	-3.52
$δ$	1.3475	15.27

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Warrnambool Cheese & Butter Factory Co Holdings Ltd APARCH Volatility Analysis

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