S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0724	1.59
$α$	0.0502	1.09
$β$	0.5785	0.98
$γ_{1}$	-217.3001	-2.63
$γ_{2}$	342.8845	2.90
$γ_{3}$	-146.2574	-2.98
$γ_{4}$	-30.6715	-1.10
$γ_{5}$	75.6254	3.62

V-Lab

Australian Masters Yield Fund No 5 Ltd 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 5 Ltd Analyses