V-Lab
City of London Investment Trust PLC/The EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:13.87% (+0.73%)
Analysis last updated: Sunday, November 10, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 4.62 | |
| 0.1759 | 36.38 | |
| 0.9731 | 681.91 | |
| -0.0910 | -18.32 |
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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