City of London Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:13.72% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2711 | 7.15 | |
| 0.0939 | 40.10 | |
| 0.9853 | 450.10 | |
| 6.1231 | 9.55 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
Other City of London Investment Trust PLC/The Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds