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
$ω$	0.0426	2.10
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	-125.9008	-0.22
$γ_{2}$	579.2541	0.67
$γ_{3}$	-1,426.6350	-2.35
$γ_{4}$	2,037.8500	3.22
$γ_{5}$	-1,558.5690	-2.49
$γ_{6}$	1,388.5180	2.07
$γ_{7}$	-2,567.3440	-2.53
$γ_{8}$	3,286.1450	2.70
$γ_{9}$	-1,816.8480	-1.71
$γ_{10}$	-889.4217	-1.39

V-Lab

Australian Masters Yield Fund No 2 Ltd 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