Highbridge Tactical Credit Fund Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6678 | 7.01 | |
| 0.1411 | 132.64 | |
| 0.9965 | 2,106.81 | |
| 2.3300 | 502.05 |
Estimation Period:
May 23, 2006 to Oct 27, 2023
May 23, 2006 to Oct 27, 2023
Other Highbridge Tactical Credit Fund Ltd Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds