Australian Masters Yield Fund No 3 Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8173 | 4.61 | |
| 0.1087 | 2.93 | |
| 0.5182 | 6.91 |
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Oct 31, 2013 to Nov 17, 2017
News Impact Curve
Volatility Forecasts
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