V-Lab: Australian Masters Yield Fund No 3 Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Australian Masters Yield Fund No 3 Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 1st, 2018:246.06% (+74.05%)

Analysis last updated: Monday, March 1, 2021 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	72.3934	2.05
$α$	0.2223	10.82
$β$	0.8537	14.77
$ν$	2	2562.50

Estimation Period:
Oct 31, 2013 to Nov 17, 2017

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