Independent Investment Trust PLC/Fund GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 8.33 | |
| 0.0604 | 15.57 | |
| 0.9396 | 257.22 |
Estimation Period:
Jan 2, 2007 to Nov 4, 2022
Jan 2, 2007 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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