Australian Masters Yield Fund No 4 MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 4.32 | |
| 0.0305 | 2.23 | |
| 0.9695 | 82.34 |
Estimation Period:
Jan 27, 2014 to Sep 20, 2019
Jan 27, 2014 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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