Australian Masters Yield Fund No 5 Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 4.50 | |
| 0.0773 | 2.78 | |
| 0.9227 | 50.68 | |
| -0.7708 | -5.52 | |
| 1.4152 | 6.27 |
Estimation Period:
Aug 5, 2015 to Sep 20, 2019
Aug 5, 2015 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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