John Laing Infrastructure Fund Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 4.50 | |
| 0.0343 | 6.16 | |
| 0.8565 | 32.83 |
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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