IPE Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 5.11 | |
| 0.1610 | 13.09 | |
| 0.9925 | 400.02 | |
| 0.0694 | 4.74 |
Estimation Period:
Nov 4, 2005 to Aug 24, 2018
Nov 4, 2005 to Aug 24, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Closed-end Funds