City of London Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.54% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2721 | 7.08 | |
| 0.0938 | 40.21 | |
| 0.9854 | 448.30 | |
| 6.1013 | 9.58 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
Other City of London Investment Trust PLC/The Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds