John Laing Infrastructure Fund Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1584 | -5.47 | |
| 0.0999 | 5.21 | |
| 0.8527 | 37.23 | |
| -0.0711 | -6.35 |
Estimation Period:
Nov 25, 2010 to Sep 28, 2018
Nov 25, 2010 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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