V-Lab
Australian Masters Yield Fund No 3 Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 1st, 2018:98.60% (-77.16%)
Analysis last updated: Wednesday, February 28, 2018 at 06:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5874 | -0.00 | |
| 0.2701 | 0.00 | |
| 0.3115 | 0.00 | |
| -2.3808 | -0.00 |
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Oct 31, 2013 to Nov 17, 2017
News Impact Curve
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