V-Lab
City of London Investment Trust PLC/The AGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:13.49% (+1.03%)
Analysis last updated: Sunday, November 10, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 6.55 | |
| 0.0953 | 41.33 | |
| 0.8862 | 343.87 | |
| 0.4156 | 24.28 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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