Highbridge Tactical Credit Fund Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 12.24 | |
| 0.1078 | 12.63 | |
| 0.8646 | 153.93 | |
| 0.0551 | 3.46 |
Estimation Period:
May 23, 2006 to Oct 27, 2023
May 23, 2006 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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