S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1306	1.65
$α$	0.1244	7.05
$β$	0.9585	37.23
$γ$	0.0946	4.36

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Australian Masters Yield Fund No 4 EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 4 Analyses