Ecofin Global Utilities and Infrastructure Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.23% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1841 | 15.05 | |
| 0.0407 | 6.26 | |
| 0.7871 | 91.41 | |
| 0.1621 | 7.66 |
Estimation Period:
Sep 26, 2016 to Feb 6, 2026
Sep 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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