City of London Investment Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.79% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3115 | 4.27 | |
| 0.1168 | 9.27 | |
| 0.8533 | 65.18 | |
| 0.0181 | 1.55 | |
| -0.0051 | -0.28 | |
| -0.0409 | -3.00 | |
| 0.0462 | 4.13 | |
| -0.0221 | -3.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds