Australian Masters Yield Fund No 3 Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.3934 | 2.05 | |
| 0.2223 | 10.82 | |
| 0.8537 | 14.77 | |
| 2.0013 | 2,562.50 |
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Oct 31, 2013 to Nov 17, 2017
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