Absolute Equity Performance Fund Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.8290 | 8,290,330.00 | |
| 0.2088 | 2,088,050.00 | |
| -0.0757 | -756,770.00 |
Estimation Period:
Dec 16, 2015 to Aug 11, 2023
Dec 16, 2015 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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