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
$ω$	0.2880	0.02
$α$	0.0000	0.00
$β$	0.9999	0.68
$γ_{1}$	-484.1645	-0.02
$γ_{2}$	663.1197	0.08
$γ_{3}$	-218.4997	-0.05
$γ_{4}$	147.5492	0.06
$γ_{5}$	-260.4257	-0.16
$γ_{6}$	221.8766	0.20
$γ_{7}$	-203.6565	-0.28

V-Lab

Australian Masters Yield Fund No 5 Ltd 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