Henderson Diversified Income Trust PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 12.03 | |
| 0.3635 | 34.45 | |
| 0.9425 | 328.86 | |
| -0.0615 | -4.11 |
Estimation Period:
Apr 27, 2017 to Jan 5, 2024
Apr 27, 2017 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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