Fundsmith Emerging Equities Trust plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 4.94 | |
| 0.2259 | 19.49 | |
| 0.9595 | 351.08 | |
| -0.0849 | -9.55 |
Estimation Period:
Jun 25, 2014 to Nov 4, 2022
Jun 25, 2014 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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