S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4296	2.91
$α$	2.0000	3.14
$β$	1.0000	51.16
$γ$	1.6896	2.57

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Australian Masters Yield Fund No 2 Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 2 Ltd Analyses