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Australian Masters Yield Fund No 4 Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 26, 2019 at 04:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Australian Masters Yield Fund No 4 SGARCH
paramt-stat
ω1.09030.00
α0.00000.00
β1.00000.00
γ1152.36310.00
γ2-280.3585-0.00
γ397.12790.00
γ4130.71490.00
γ5-107.5158-0.00
γ6-72.4096-0.00
γ7191.18500.00
γ8-221.3514-0.00
γ9184.72450.00
γ10-201.7225-0.00
Estimation Period:
Oct 31, 2013 to Sep 20, 2019
Impact of return on volatility tomorrow
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