CT UK Capital & Income Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.54% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 16.01 | |
| 0.0203 | 6.70 | |
| 0.8870 | 258.90 | |
| 0.1220 | 15.83 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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