RIT Capital Partners PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.40% (-9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1205 | 7.48 | |
| 0.2648 | 4.49 | |
| 0.0980 | 0.83 | |
| -0.9491 | -2.98 | |
| 1.7128 | 3.26 | |
| -0.5879 | -0.94 |
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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