John Laing Infrastructure Fund Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 6.48 | |
| 0.0051 | 1.82 | |
| 0.7658 | 30.08 | |
| 0.0704 | 5.08 |
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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