Ecofin US Renewables Infrastructure Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.47% (-15.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9972 | 16.08 | |
| 0.1639 | 5.63 | |
| 0.1312 | 4.27 | |
| 0.1576 | 3.01 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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