Schroder Oriental Income Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.49% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 14.77 | |
| 0.0281 | 7.37 | |
| 0.9097 | 294.50 | |
| 0.0864 | 11.77 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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