Australian Masters Yield Fund No 2 Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 69.8087 | 6.01 | |
| 0.1115 | 17.48 | |
| 0.9897 | 669.14 | |
| 2.0034 | 5,944.70 |
Estimation Period:
Feb 1, 2013 to May 26, 2017
Feb 1, 2013 to May 26, 2017
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