Brunner Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.44% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 17.40 | |
| 0.0362 | 10.10 | |
| 0.8794 | 269.58 | |
| 0.1109 | 12.74 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Brunner Investment Trust PLC/The Analyses
Other GJR-GARCH Analyses on Closed-end Funds