V-Lab
abrdn Global Premier Properties Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.72% (-0.16%)
Analysis last updated: Friday, May 3, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 11.63 | |
| 0.2450 | 34.13 | |
| 0.9739 | 778.49 | |
| -0.0892 | -14.14 |
Estimation Period:
Apr 26, 2007 to May 3, 2024
Apr 26, 2007 to May 3, 2024
News Impact Curve
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