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
$ω$	1.4520	2.05
$α$	0.5724	1.31
$β$	0.0000	0.00
$γ_{1}$	689.9508	2.72
$γ_{2}$	-640.8695	-1.83
$γ_{3}$	-505.0968	-2.16
$γ_{4}$	976.1484	2.40
$γ_{5}$	-877.5473	-1.89
$γ_{6}$	378.4727	0.75
$γ_{7}$	37.7015	0.10
$γ_{8}$	107.5092	0.60
$γ_{9}$	-298.2270	-3.33

V-Lab

Australian Masters Yield Fund No 3 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 3 Ltd Analyses