S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0095	-0.39
$α$	0.3626	4.38
$β$	1.0000	35.70
$γ$	0.0256	0.15

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Australian Masters Yield Fund No 2 Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 2 Ltd Analyses