Monash Absolute Investment Company Limited GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0424 | 3.38 | |
| 0.1004 | 8.35 | |
| 0.9425 | 56.46 | |
| 3.6676 | 4.36 |
Estimation Period:
Apr 12, 2016 to May 21, 2021
Apr 12, 2016 to May 21, 2021
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