RIT Capital Partners PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.03% (-10.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0874 | 7.29 | |
| 0.2686 | 4.58 | |
| 0.1217 | 1.03 | |
| -1.1176 | -3.65 | |
| 2.0936 | 4.55 | |
| -1.3331 | -4.90 |
Estimation Period:
Feb 2, 2022 to Feb 6, 2026
Feb 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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