GCP Infrastructure Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.32% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4250 | 3.42 | |
| 0.1154 | 4.85 | |
| 0.7478 | 17.15 | |
| -0.0587 | -1.59 | |
| 0.1080 | 2.08 | |
| -0.1215 | -3.69 |
Estimation Period:
Jul 20, 2010 to Feb 6, 2026
Jul 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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