Artemis Alpha Trust PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2936 | 4.94 | |
| 0.1295 | 7.68 | |
| 0.7448 | 21.85 | |
| -0.3637 | -3.17 | |
| 0.2831 | 1.80 | |
| 0.2519 | 2.68 | |
| -0.3119 | -3.10 | |
| 0.3322 | 3.16 | |
| -0.3855 | -3.66 | |
| 0.2558 | 3.13 |
Estimation Period:
Jan 2, 2007 to Nov 29, 2024
Jan 2, 2007 to Nov 29, 2024
News Impact Curve
Volatility Forecasts
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