Macquarie-First Tr. Global Inf. Utilities Div. & Income Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1881 | 5.66 | |
| 0.1685 | 8.63 | |
| 0.7993 | 43.00 | |
| 0.0014 | 2.82 |
Estimation Period:
May 6, 2004 to Sep 20, 2024
May 6, 2004 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
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