Henderson Diversified Income Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 15.52 | |
| 0.1182 | 13.08 | |
| 0.8277 | 151.38 | |
| 0.1028 | 4.73 |
Estimation Period:
Apr 27, 2017 to Jan 5, 2024
Apr 27, 2017 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other Henderson Diversified Income Trust PLC Analyses
Other GJR-GARCH Analyses on Closed-end Funds