Australian Masters Yield Fund No 1 Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 336.2359 | 4.24 | |
| 0.0847 | 22.19 | |
| 0.9938 | 1,181.63 | |
| 2.0007 | 21,059.71 |
Estimation Period:
Dec 20, 2012 to Jun 16, 2017
Dec 20, 2012 to Jun 16, 2017
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