City of London Investment Trust PLC/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.33% (-14.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.4709 | 10.91 | |
| 0.4096 | 16.59 | |
| 0.1333 | 2.53 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
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