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Australian Masters Yield Fund No 3 Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 28, 2018 at 06:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Australian Masters Yield Fund No 3 Ltd SGARCH
paramt-stat
ω0.24131.11
α0.00000.00
β0.09730.07
γ1-46.9596-0.13
γ2376.50570.81
γ3-914.4249-4.19
γ41,171.05603.12
γ5-1,006.6830-2.36
γ6620.96501.36
γ7-428.6381-1.23
γ8698.90823.47
γ9-1,111.1660-5.21
Estimation Period:
Oct 31, 2013 to Nov 17, 2017
Impact of return on volatility tomorrow
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