Gabelli Value Plus + Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 14.75 | |
| 0.1735 | 13.94 | |
| 0.7211 | 86.81 | |
| 0.2108 | 4.61 |
Estimation Period:
Feb 19, 2015 to Jul 9, 2021
Feb 19, 2015 to Jul 9, 2021
News Impact Curve
Volatility Forecasts
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