ROBECO GLOBAL TOTAL RETURN BON EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0163 | -10.66 | |
| 0.1889 | 72.98 | |
| 0.9911 | 1,869.93 | |
| 0.0063 | 1.98 |
Estimation Period:
Jan 1, 1990 to Jan 19, 2024
Jan 1, 1990 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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