V-Lab: Australian Masters Yield Fund No 2 Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Australian Masters Yield Fund No 2 Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 16th, 2017:785.62% (+35.41%)

Analysis last updated: Monday, March 1, 2021 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	69.8087	6.01
$α$	0.1115	17.48
$β$	0.9897	669.14
$ν$	2	5944.70

Estimation Period:
Feb 1, 2013 to May 26, 2017

Other Australian Masters Yield Fund No 2 Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH