GCP Infrastructure Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.07% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4249 | 3.42 | |
| 0.1155 | 4.85 | |
| 0.7476 | 17.12 | |
| -0.0587 | -1.58 | |
| 0.1079 | 2.07 | |
| -0.1198 | -3.62 |
Estimation Period:
Jul 20, 2010 to Jan 30, 2026
Jul 20, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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