Australian Masters Yield Fund No 1 Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 |
Estimation Period:
Dec 20, 2012 to Jun 16, 2017
Dec 20, 2012 to Jun 16, 2017
News Impact Curve
Volatility Forecasts
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