Schroder Asian Total Return Investment Co PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.84% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 15.19 | |
| 0.0316 | 8.80 | |
| 0.9013 | 297.08 | |
| 0.0921 | 9.93 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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