Witan Investment Trust PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 4.02 | |
| 0.1636 | 45.39 | |
| 0.9704 | 947.68 | |
| -0.0782 | -22.68 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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