S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5153	5.50
$α$	0.6832	10.36
$β$	0.9413	96.25
$γ$	1.1512	8.40

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Australian Masters Yield Fund No 1 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 1 Ltd Analyses