Highbridge Tactical Credit Fund Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1085 | 17.15 | |
| 0.7376 | 92.05 | |
| 0.1557 | 14.99 | |
| 0.0117 | 1.83 | |
| 0.4605 | 2.77 | |
| 0.5395 | 3.07 |
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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