Witan Investment Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 26.69 | |
| 0.0359 | 14.80 | |
| 0.8806 | 374.58 | |
| 0.1048 | 17.64 |
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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