Carlton Investments Ltd/fund GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.03% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 14.15 | |
| 0.0738 | 23.99 | |
| 0.9146 | 274.99 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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