V-Lab
Australian Masters Yield Fund No 3 Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 1st, 2018:0.00% (-0.62%)
Analysis last updated: Monday, March 1, 2021 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1177 | -4.30 | |
| -0.3271 | -8.72 | |
| 0.9808 | 8757.46 | |
| 0.1790 | 1.02 |
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Oct 31, 2013 to Nov 17, 2017
News Impact Curve
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