Australian Masters Yield Fund No 4 Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0903 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 152.3631 | 0.00 | |
| -280.3585 | -0.00 | |
| 97.1279 | 0.00 | |
| 130.7149 | 0.00 | |
| -107.5158 | -0.00 | |
| -72.4096 | -0.00 | |
| 191.1850 | 0.00 | |
| -221.3514 | -0.00 | |
| 184.7245 | 0.00 | |
| -201.7225 | -0.00 |
Estimation Period:
Oct 31, 2013 to Sep 20, 2019
Oct 31, 2013 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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