V-Lab
Australian Masters Yield Fund No 3 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 1st, 2018:213.52% (-83.46%)
Analysis last updated: Monday, March 1, 2021 at 05:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7124 | 2.97 | |
| 0.9702 | 1.27 | |
| 0.5149 | 7.82 | |
| -0.9702 | -1.27 |
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Oct 31, 2013 to Nov 17, 2017
News Impact Curve
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