Perpetual Income and Growth Investment Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 15.90 | |
| 0.0245 | 9.52 | |
| 0.9014 | 394.50 | |
| 0.1152 | 17.20 |
Estimation Period:
Mar 19, 1996 to Nov 13, 2020
Mar 19, 1996 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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