John Laing Infrastructure Fund Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8796 | 5.43 | |
| 0.0990 | 2.68 | |
| 0.5419 | 3.69 | |
| 0.1748 | 1.33 | |
| -0.2845 | -1.45 | |
| 0.3423 | 1.87 |
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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