City of London Investment Trust PLC/The EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.31% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 4.49 | |
| 0.1785 | 37.22 | |
| 0.9722 | 670.47 | |
| -0.0939 | -19.24 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
Other EGARCH Analyses on Closed-end Funds