Capital Gearing Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.18% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2534 | 4.06 | |
| 0.1916 | 6.59 | |
| 0.7046 | 17.77 | |
| -0.3585 | -1.03 | |
| 1.1102 | 2.18 | |
| -1.2208 | -4.49 | |
| 0.2795 | 1.23 | |
| 0.3593 | 1.40 | |
| -0.1701 | -0.55 | |
| 0.0247 | 0.09 | |
| 0.2043 | 0.77 | |
| -0.7192 | -2.21 | |
| 0.7721 | 3.20 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capital Gearing Trust PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds