CT UK Capital & Income Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.19% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6324 | 5.05 | |
| 0.1395 | 7.09 | |
| 0.7508 | 23.02 | |
| -0.2531 | -3.93 | |
| 0.3697 | 4.09 | |
| -0.1564 | -3.03 | |
| 0.0759 | 1.69 | |
| -0.0948 | -1.89 | |
| 0.0330 | 0.43 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CT UK Capital & Income Investment Trust PLC Analyses
Other Spline-GARCH Analyses on Closed-end Funds