City of London Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:10.56% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 21.88 | |
| 0.0266 | 12.67 | |
| 0.8901 | 353.22 | |
| 0.1324 | 22.40 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
Other GJR-GARCH Analyses on Closed-end Funds