Avi Global Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.74% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 31.32 | |
| 0.0528 | 21.27 | |
| 0.8656 | 346.37 | |
| 0.1118 | 18.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avi Global Trust PLC Analyses
Other GJR-GARCH Analyses on Closed-end Funds