V-Lab
Australian Masters Yield Fund No 2 Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:145.67% (+0.46%)
Analysis last updated: Monday, March 1, 2021 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5255 | 0.09 | |
| 0.0000 | 0.00 | |
| 1.0000 | 1.52 |
Estimation Period:
Feb 1, 2013 to May 26, 2017
Feb 1, 2013 to May 26, 2017
News Impact Curve
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