John Laing Infrastructure Fund Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9850 | 2.82 | |
| 0.1389 | 2.89 | |
| 0.4348 | 2.91 | |
| 0.8518 | 0.52 | |
| -1.1055 | -0.44 | |
| 0.6441 | 0.40 | |
| -0.6941 | -0.65 | |
| 0.4994 | 0.54 | |
| -0.8505 | -0.87 | |
| 1.9555 | 2.21 | |
| -2.1214 | -3.13 |
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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