Australian Masters Yield Fund No 3 Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2413 | 1.11 | |
| 0.0000 | 0.00 | |
| 0.0973 | 0.07 | |
| -46.9596 | -0.13 | |
| 376.5057 | 0.81 | |
| -914.4249 | -4.19 | |
| 1,171.0560 | 3.12 | |
| -1,006.6830 | -2.36 | |
| 620.9650 | 1.36 | |
| -428.6381 | -1.23 | |
| 698.9082 | 3.47 | |
| -1,111.1660 | -5.21 |
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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