CT UK Capital & Income Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.17% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6350 | 5.03 | |
| 0.1384 | 7.14 | |
| 0.7537 | 23.57 | |
| -0.2523 | -3.90 | |
| 0.3698 | 4.08 | |
| -0.1610 | -3.12 | |
| 0.0895 | 2.04 | |
| -0.1303 | -3.07 | |
| 0.1321 | 4.14 |
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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