V-Lab
abrdn Global Premier Properties Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:15.54% (-0.50%)
Analysis last updated: Monday, May 20, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0808 | 12.83 | |
| 0.7456 | 122.96 | |
| 0.1648 | 18.85 | |
| 0.0644 | 7.36 | |
| 0.2849 | 15.82 | |
| 0.6862 | 31.69 |
Estimation Period:
Apr 26, 2007 to May 17, 2024
Apr 26, 2007 to May 17, 2024
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