S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1765	4.94
$α$	0.2734	6.70
$β$	0.9570	74.67
$γ$	0.0282	1.18

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Australian Masters Yield Fund No 5 Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Masters Yield Fund No 5 Ltd Analyses