V-Lab
Australian Masters Yield Fund No 2 Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:1199.48% (-97.64%)
Analysis last updated: Monday, March 1, 2021 at 05:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4296 | 2.91 | |
| 2.0000 | 3.14 | |
| 1.0000 | 51.16 | |
| 1.6896 | 2.57 |
Estimation Period:
Feb 1, 2013 to May 26, 2017
Feb 1, 2013 to May 26, 2017
News Impact Curve
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