S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1401	1.55
$α$	0.0000	0.00
$β$	0.2816	0.36
$γ_{1}$	149.4953	1.65
$γ_{2}$	-272.9237	-1.51
$γ_{3}$	86.1035	0.46
$γ_{4}$	145.4775	1.26
$γ_{5}$	-125.8642	-1.43
$γ_{6}$	-51.1225	-0.67
$γ_{7}$	167.2997	1.92
$γ_{8}$	-188.1297	-2.25
$γ_{9}$	119.3097	2.06
$γ_{10}$	-29.9881	-0.88

V-Lab

Australian Masters Yield Fund No 4 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 4 Analyses