V-Lab
Australian Masters Yield Fund No 3 Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, March 1st, 2018:79.22% (-22.09%)
Analysis last updated: Monday, March 1, 2021 at 07:40 PM UTC
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
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