S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0252	2.16
$α$	0.0209	1.51
$β$	1.0000	68.50
$γ$	-0.0481	-0.12

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Australian Masters Yield Fund No 1 Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 1 Ltd Analyses