V-Lab
City of London Investment Trust PLC/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:5.83% (-6.32%)
Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0858 | 857600.00 | |
| -0.1715 | -1715000.00 | |
| 0.4382 | 19.67 | |
| 0.3122 | 20.14 | |
| 0.2685 | 7.38 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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