S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	237.9151	2.39
$α$	0.2210	47.53
$β$	0.9621	64.73
$ν$	2.0011	7,096.16

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Australian Masters Yield Fund No 5 Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Australian Masters Yield Fund No 5 Ltd Analyses