Aberdeen New Dawn Investment Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 15.91 | |
| 0.0213 | 7.45 | |
| 0.9006 | 259.24 | |
| 0.0871 | 11.37 |
Estimation Period:
Jan 2, 2007 to Oct 27, 2023
Jan 2, 2007 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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