Independent Investment Trust PLC/Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 11.37 | |
| 0.0222 | 8.26 | |
| 0.9440 | 290.57 | |
| 0.0674 | 9.40 |
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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