IPE Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0145 | -0.80 | |
| 0.0720 | 10.95 | |
| 0.9390 | 174.51 | |
| -0.6004 | -3.28 |
Estimation Period:
Nov 4, 2005 to Aug 24, 2018
Nov 4, 2005 to Aug 24, 2018
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Closed-end Funds