Lazard World Dividend & Income Fund Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 6.43 | |
| 0.3044 | 27.92 | |
| 0.9525 | 339.94 | |
| -0.1084 | -11.52 |
Estimation Period:
Jun 28, 2005 to Nov 29, 2019
Jun 28, 2005 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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