S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0512	3.36
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	197.8869	1.46
$γ_{2}$	-484.2302	-1.99
$γ_{3}$	892.1050	3.47
$γ_{4}$	-1,266.6600	-4.41
$γ_{5}$	1,367.2660	6.35
$γ_{6}$	-1,151.2710	-14.02

V-Lab

Australian Masters Yield Fund No 2 Ltd Zero Slope Spline-GARCH 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