Fundsmith Emerging Equities Trust plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 17.14 | |
| 0.0744 | 6.25 | |
| 0.8266 | 96.02 | |
| 0.1382 | 7.40 |
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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