Capital Gearing Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.00% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9471 | 5.67 | |
| 0.1879 | 6.24 | |
| 0.7251 | 18.13 | |
| 0.3639 | 8.79 | |
| -0.6065 | -9.45 | |
| 0.3278 | 6.19 | |
| -0.0242 | -0.39 | |
| -0.2835 | -2.43 |
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 Spline-GARCH Analyses on Closed-end Funds