S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0096	-0.78
$α$	0.1787	5.78
$β$	0.8900	63.38
$γ$	0.5132	10.70

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Australian Masters Yield Fund No 5 Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 5 Ltd Analyses