V-Lab
City of London Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:12.11% (+0.36%)
Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3195 | 6.67 | |
| 0.0929 | 40.01 | |
| 0.9863 | 450.56 | |
| 6 | 9.40 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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