Henderson EuroTrust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 18.40 | |
| 0.0328 | 8.56 | |
| 0.8654 | 216.96 | |
| 0.1178 | 12.26 |
Estimation Period:
Jan 2, 2007 to Jun 28, 2024
Jan 2, 2007 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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